+341.2%
ROK vs EIX
+21.5%
+319.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -5.4% | -18.8% | +13.4% | -0.8% |
| 3M | -4.0% | -19.7% | +15.7% | +0.7% |
| 6M | +13.3% | -18.2% | +31.6% | +17.8% |
| YTD | +9.3% | -1.7% | +11.1% | +6.3% |
| 1Y | +25.8% | +7.8% | +18.1% | +18.0% |
| 3Y | +49.1% | -5.6% | +54.7% | +42.8% |
| 5Y | +45.9% | +23.7% | +22.2% | +25.6% |
| All | +341.2% | +21.5% | +319.7% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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