-21.3%
EIX vs ROP
+14.8%
-36.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.4% |
| 7D | -19.1% | -4.4% | -14.7% | -19.6% |
| 30D | -16.9% | +3.2% | -20.1% | -16.5% |
| 3M | -20.0% | +23.1% | -43.1% | -17.0% |
| 6M | -21.3% | +13.3% | -34.6% | -18.5% |
| All | -21.3% | +14.8% | -36.2% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling