+25.8%
EIX vs RPRX
+53.1%
-27.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.8% |
| 7D | +0.8% | -8.0% | +8.8% | +1.9% |
| 30D | -18.8% | +2.1% | -20.9% | -19.2% |
| 3M | -19.7% | +8.2% | -27.9% | -20.7% |
| 6M | -18.2% | +28.9% | -47.1% | -21.2% |
| YTD | -1.7% | +54.1% | -55.9% | -7.5% |
| 1Y | +7.8% | +65.5% | -57.8% | +0.5% |
| 3Y | -5.6% | +117.3% | -122.9% | -14.9% |
| 5Y | +23.7% | +71.6% | -47.9% | +14.6% |
| All | +25.8% | +53.1% | -27.3% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling