+1,144.0%
EIX vs RRX
+4,349.0%
-3,204.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -1.5% | +12.6% | -14.1% | -3.6% |
| 30D | +8.1% | +10.6% | -2.4% | +5.7% |
| 3M | -12.1% | +4.6% | -16.8% | -13.4% |
| 6M | -13.4% | -13.6% | +0.2% | -12.5% |
| YTD | +5.6% | +29.4% | -23.8% | -2.1% |
| 1Y | +7.8% | +31.9% | -24.1% | -0.5% |
| 3Y | +9.8% | +68.3% | -58.4% | -6.0% |
| 5Y | +18.8% | +13.2% | +5.6% | +7.3% |
| 10Y | +34.4% | +209.9% | -175.5% | -2.0% |
| All | +1,144.0% | +4,349.0% | -3,204.9% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling