+207.9%
ROL vs EIX
+23.2%
+184.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -6.9% | -13.5% | +6.6% | -4.9% |
| 3M | -24.6% | -15.3% | -9.3% | -22.7% |
| 6M | -39.5% | -15.3% | -24.2% | -38.1% |
| YTD | -41.1% | +2.7% | -43.8% | -42.6% |
| 1Y | -37.9% | +17.4% | -55.4% | -41.6% |
| 3Y | +0.8% | -1.3% | +2.1% | -2.9% |
| 5Y | -4.7% | +27.2% | -31.9% | -14.7% |
| 10Y | +207.9% | +22.7% | +185.1% | +167.0% |
| All | +207.9% | +23.2% | +184.7% | +167.0% |
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