-1.3%
EIX vs RNG
+120.7%
-122.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +4.7% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | -13.5% | +11.4% | -24.9% | -14.0% |
| 3M | -15.3% | +72.1% | -87.3% | -17.5% |
| 6M | -15.3% | +67.9% | -83.3% | -17.7% |
| YTD | +2.7% | +144.3% | -141.6% | -3.7% |
| 1Y | +17.4% | +117.5% | -100.1% | +11.0% |
| 3Y | -1.3% | +123.9% | -125.2% | -11.2% |
| All | -1.3% | +120.7% | -122.0% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling