+35.9%
EIX vs RRX
+200.5%
-164.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +1.4% | +4.3% | -3.0% | +0.4% |
| 30D | +8.5% | +12.3% | -3.8% | +5.2% |
| 3M | -13.5% | +3.7% | -17.1% | -14.8% |
| 6M | -12.4% | -13.9% | +1.6% | -11.2% |
| YTD | +5.9% | +26.5% | -20.5% | -4.0% |
| 1Y | +7.6% | +29.3% | -21.7% | -3.2% |
| 3Y | +12.8% | +65.6% | -52.8% | -10.0% |
| 5Y | +19.2% | +10.6% | +8.6% | +3.5% |
| All | +35.9% | +200.5% | -164.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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