+961.2%
EIX vs ROP
+29,884.4%
-28,923.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.9% |
| 7D | +1.0% | +2.1% | -1.2% | +0.6% |
| 30D | +9.1% | +32.9% | -23.8% | +3.0% |
| 3M | -10.2% | +20.0% | -30.3% | -13.6% |
| 6M | -11.2% | +36.4% | -47.7% | -17.1% |
| YTD | +4.5% | +7.8% | -3.4% | +1.8% |
| 1Y | +10.9% | +8.0% | +2.9% | +8.0% |
| 3Y | +8.4% | -3.5% | +11.9% | +7.5% |
| 5Y | +18.0% | +1.5% | +16.5% | +15.5% |
| 10Y | +30.3% | +198.5% | -168.2% | +4.5% |
| All | +961.2% | +29,884.4% | -28,923.1% | +508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling