+12.8%
EIX vs RPRX
+177.1%
-164.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.4% | +3.3% | -2.0% | +0.7% |
| 30D | +8.5% | +17.9% | -9.3% | +5.1% |
| 3M | -13.5% | +19.2% | -32.7% | -16.7% |
| 6M | -12.4% | +31.7% | -44.1% | -17.5% |
| YTD | +5.9% | +82.5% | -76.6% | -6.8% |
| 1Y | +7.6% | +78.4% | -70.9% | -4.9% |
| 3Y | +12.8% | +177.0% | -164.2% | -7.3% |
| All | +12.8% | +177.1% | -164.3% | -7.3% |
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