+25.8%
EIX vs RPRX
+66.6%
-40.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -19.1% | +5.1% | -24.2% | -19.7% |
| 30D | -16.9% | +11.2% | -28.1% | -18.2% |
| 3M | -20.0% | +16.7% | -36.7% | -21.7% |
| 6M | -21.3% | +36.0% | -57.3% | -24.6% |
| YTD | -1.7% | +67.8% | -69.5% | -8.4% |
| 1Y | +9.6% | +76.7% | -67.1% | +1.4% |
| 3Y | -3.7% | +128.1% | -131.8% | -13.8% |
| 5Y | +22.6% | +82.9% | -60.3% | +12.4% |
| All | +25.8% | +66.6% | -40.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling