+104.1%
EIX vs RNG
+327.7%
-223.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.1% |
| 7D | -19.1% | +5.8% | -24.9% | -19.4% |
| 30D | -16.9% | +19.6% | -36.5% | -17.8% |
| 3M | -20.0% | +67.0% | -87.0% | -22.7% |
| 6M | -21.3% | +88.4% | -109.7% | -24.9% |
| YTD | -1.7% | +155.5% | -157.2% | -8.6% |
| 1Y | +9.6% | +141.7% | -132.1% | +2.0% |
| 3Y | -3.7% | +131.1% | -134.8% | -11.4% |
| 5Y | +22.6% | -70.6% | +93.2% | +23.6% |
| 10Y | +17.7% | +228.2% | -210.5% | +5.1% |
| All | +104.1% | +327.7% | -223.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling