+35.9%
EIX vs ROP
+185.2%
-149.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +8.5% | +28.8% | -20.2% | -1.4% |
| 3M | -13.5% | +21.1% | -34.5% | -19.8% |
| 6M | -12.4% | +52.5% | -64.9% | -26.5% |
| YTD | +5.9% | +8.9% | -3.0% | +1.3% |
| 1Y | +7.6% | +8.2% | -0.6% | +3.2% |
| 3Y | +12.8% | -5.2% | +17.9% | +12.9% |
| 5Y | +19.2% | +1.7% | +17.5% | +13.7% |
| All | +35.9% | +185.2% | -149.3% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling