-1.3%
EIX vs RPRX
+126.7%
-128.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.3% | +9.8% | +5.6% |
| 7D | +0.9% | -2.8% | +3.7% | +1.3% |
| 30D | -13.5% | +7.2% | -20.7% | -15.2% |
| 3M | -15.3% | +10.9% | -26.1% | -17.5% |
| 6M | -15.3% | +34.6% | -49.9% | -21.2% |
| YTD | +2.7% | +59.0% | -56.2% | -7.8% |
| 1Y | +17.4% | +72.5% | -55.1% | +3.4% |
| 3Y | -1.3% | +124.1% | -125.4% | -18.0% |
| All | -1.3% | +126.7% | -128.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling