+22.9%
EIX vs RRC
+4.5%
+18.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +4.1% | -1.7% | +5.8% | +4.2% |
| 30D | -15.3% | +3.6% | -18.9% | -15.5% |
| 3M | -18.4% | +8.8% | -27.3% | -19.0% |
| 6M | -16.8% | +0.8% | -17.6% | -17.0% |
| YTD | -0.6% | +19.0% | -19.5% | -2.2% |
| 1Y | +10.7% | +22.9% | -12.3% | +8.4% |
| 3Y | -4.5% | +32.3% | -36.8% | -7.6% |
| 5Y | +24.0% | +151.6% | -127.5% | +13.4% |
| 10Y | +22.9% | +5.5% | +17.4% | +4.1% |
| All | +22.9% | +4.5% | +18.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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