+18.6%
EIX vs ROP
+1.9%
+16.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +8.5% | +28.8% | -20.2% | +2.0% |
| 3M | -13.5% | +21.1% | -34.5% | -17.6% |
| 6M | -12.4% | +52.5% | -64.9% | -22.3% |
| YTD | +5.9% | +8.9% | -3.0% | +5.1% |
| 1Y | +7.6% | +8.2% | -0.6% | +7.0% |
| 3Y | +12.8% | -5.2% | +17.9% | +16.1% |
| All | +18.6% | +1.9% | +16.7% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling