+1,058.2%
EIX vs RRC
+1,202.2%
-144.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -19.1% | +1.3% | -20.4% | -19.2% |
| 30D | -16.9% | +10.1% | -27.0% | -17.4% |
| 3M | -20.0% | +4.0% | -24.0% | -20.3% |
| 6M | -21.3% | +1.6% | -22.9% | -21.5% |
| YTD | -1.7% | +19.7% | -21.4% | -3.1% |
| 1Y | +9.6% | +21.4% | -11.9% | +7.8% |
| 3Y | -3.7% | +29.7% | -33.3% | -6.2% |
| 5Y | +22.6% | +153.9% | -131.3% | +12.6% |
| 10Y | +17.7% | +10.8% | +6.9% | +6.5% |
| All | +1,058.2% | +1,202.2% | -144.0% | +835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling