+16.6%
EIX vs RPRX
+85.8%
-69.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | +4.5% | +4.2% | +0.3% | +3.7% |
| 30D | +15.2% | +19.2% | -4.0% | +11.5% |
| 3M | -11.6% | +18.0% | -29.6% | -15.2% |
| 6M | -8.4% | +35.7% | -44.1% | -14.9% |
| YTD | +8.2% | +77.2% | -69.1% | -5.4% |
| 1Y | +16.6% | +82.0% | -65.4% | +1.4% |
| All | +16.6% | +85.8% | -69.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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