+17.0%
EIX vs RPRX
+95.1%
-78.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +1.0% | +4.6% | -3.6% | -0.1% |
| 30D | +8.9% | +22.0% | -13.1% | +3.7% |
| 3M | -9.8% | +20.3% | -30.1% | -14.1% |
| 6M | -10.2% | +37.9% | -48.1% | -17.5% |
| YTD | +5.9% | +82.2% | -76.3% | -9.5% |
| 1Y | +10.9% | +83.7% | -72.8% | -5.4% |
| 3Y | +10.2% | +175.4% | -165.2% | -16.1% |
| 5Y | +17.0% | +87.7% | -70.7% | -0.5% |
| All | +17.0% | +95.1% | -78.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling