+119.2%
EIX vs RNG
+343.0%
-223.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | -1.5% | +2.3% | -3.7% | -1.6% |
| 30D | +8.1% | -3.4% | +11.5% | +8.3% |
| 3M | -12.1% | +20.9% | -33.0% | -13.3% |
| 6M | -13.4% | +82.2% | -95.6% | -17.1% |
| YTD | +5.6% | +164.6% | -159.1% | -2.2% |
| 1Y | +7.8% | +177.0% | -169.2% | -0.4% |
| 3Y | +9.8% | +177.4% | -167.6% | -0.2% |
| 5Y | +18.8% | -72.3% | +91.2% | +20.5% |
| 10Y | +34.4% | +238.9% | -204.5% | +19.7% |
| All | +119.2% | +343.0% | -223.8% | +97.0% |
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