-1.6%
ROL vs EIX
-3.3%
+1.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.4% | -19.1% | +17.7% | +0.7% |
| 30D | -4.1% | -16.9% | +12.8% | -2.6% |
| 3M | -22.5% | -20.0% | -2.5% | -20.8% |
| 6M | -37.7% | -21.3% | -16.3% | -36.2% |
| YTD | -39.6% | -1.7% | -37.9% | -40.3% |
| 1Y | -36.0% | +9.6% | -45.6% | -37.9% |
| All | -1.6% | -3.3% | +1.7% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling