+19.6%
EIX vs RNG
+223.4%
-203.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.8% | -9.6% | +10.4% | +1.4% |
| 30D | -18.8% | +8.8% | -27.6% | -19.3% |
| 3M | -19.7% | +78.6% | -98.3% | -23.1% |
| 6M | -18.2% | +70.3% | -88.5% | -21.9% |
| YTD | -1.7% | +140.3% | -142.1% | -9.2% |
| 1Y | +7.8% | +126.6% | -118.9% | -0.2% |
| 3Y | -5.6% | +120.2% | -125.8% | -13.9% |
| 5Y | +23.7% | -68.3% | +92.0% | +25.4% |
| All | +19.6% | +223.4% | -203.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling