+414.6%
EIX vs RSG
+2,310.6%
-1,896.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | +8.5% | +12.7% | -4.2% | +4.9% |
| 3M | -13.5% | +17.9% | -31.4% | -17.4% |
| 6M | -12.4% | +25.0% | -37.3% | -17.8% |
| YTD | +5.9% | +20.8% | -14.9% | +0.2% |
| 1Y | +7.6% | +24.3% | -16.7% | +0.9% |
| 3Y | +12.8% | +65.3% | -52.5% | -2.5% |
| 5Y | +19.2% | +99.1% | -79.8% | -2.2% |
| 10Y | +34.9% | +452.4% | -417.5% | -13.1% |
| All | +414.6% | +2,310.6% | -1,896.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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