+264.9%
ROK vs EIX
+34.9%
+230.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.1% | -1.5% | +7.5% | +6.6% |
| 30D | -6.5% | +8.1% | -14.6% | -8.7% |
| 3M | -10.2% | -12.1% | +2.0% | -8.1% |
| 6M | -10.6% | -13.4% | +2.8% | -8.6% |
| YTD | +4.9% | +5.6% | -0.7% | -0.4% |
| 1Y | +3.8% | +7.8% | -4.0% | -2.2% |
| 3Y | +63.5% | +9.8% | +53.7% | +48.6% |
| 5Y | +30.9% | +18.8% | +12.1% | +14.5% |
| All | +264.9% | +34.9% | +230.1% | +208.9% |
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