+7.7%
EIX vs ROP
+8.8%
-1.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.4% |
| 7D | -2.5% | -2.9% | +0.4% | -2.7% |
| 30D | +7.7% | +30.1% | -22.4% | +10.3% |
| 3M | -12.9% | +19.9% | -32.7% | -11.7% |
| 6M | -12.7% | +46.0% | -58.7% | -9.0% |
| YTD | +5.5% | +8.4% | -2.9% | +9.7% |
| All | +7.7% | +8.8% | -1.1% | +11.7% |
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