+34.0%
ROK vs EIX
+16.9%
+17.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | -8.5% | -2.5% | -6.0% | -7.9% |
| 30D | -6.4% | +7.7% | -14.1% | -8.1% |
| 3M | -8.8% | -12.9% | +4.0% | -6.7% |
| 6M | -10.5% | -12.7% | +2.2% | -9.0% |
| YTD | +5.4% | +5.5% | 0.0% | -0.2% |
| 1Y | +5.0% | +9.4% | -4.4% | -2.0% |
| 3Y | +64.3% | +9.7% | +54.6% | +45.6% |
| 5Y | +34.0% | +16.9% | +17.0% | +13.2% |
| All | +34.0% | +16.9% | +17.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling