-34.1%
ROL vs EIX
+9.5%
-43.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.5% |
| 30D | +18.5% | +8.1% | +10.4% | +17.8% |
| 3M | +4.3% | -12.1% | +16.5% | +4.5% |
| 6M | -27.7% | -13.4% | -14.3% | -27.2% |
| YTD | -35.8% | +5.6% | -41.4% | -36.5% |
| 1Y | -34.1% | +7.8% | -41.9% | -35.1% |
| All | -34.1% | +9.5% | -43.6% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling