+898.3%
EIX vs ROP
+25,523.2%
-24,624.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.5% |
| 7D | -19.1% | -4.4% | -14.7% | -18.4% |
| 30D | -16.9% | +3.2% | -20.1% | -17.5% |
| 3M | -20.0% | +23.1% | -43.1% | -23.5% |
| 6M | -21.3% | +13.3% | -34.6% | -23.7% |
| YTD | -1.7% | -7.9% | +6.1% | -1.0% |
| 1Y | +9.6% | -22.1% | +31.6% | +14.0% |
| 3Y | -3.7% | -16.8% | +13.1% | -1.4% |
| 5Y | +22.6% | -13.5% | +36.1% | +24.1% |
| 10Y | +17.7% | +137.7% | -120.0% | -1.3% |
| All | +898.3% | +25,523.2% | -24,624.9% | +491.6% |
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