+16.6%
EIX vs ROP
+10.4%
+6.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +3.4% |
| 7D | +4.5% | +11.7% | -7.2% | +5.3% |
| 30D | +15.2% | +35.5% | -20.2% | +18.2% |
| 3M | -11.6% | +25.6% | -37.2% | -10.1% |
| 6M | -8.4% | +39.3% | -47.6% | -5.3% |
| YTD | +8.2% | +11.6% | -3.5% | +13.5% |
| 1Y | +16.6% | +10.6% | +6.0% | +22.2% |
| All | +16.6% | +10.4% | +6.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling