-4.7%
ROL vs EIX
+28.1%
-32.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -6.9% | -13.5% | +6.6% | -5.2% |
| 3M | -24.6% | -15.3% | -9.3% | -22.9% |
| 6M | -39.5% | -15.3% | -24.2% | -38.3% |
| YTD | -41.1% | +2.7% | -43.8% | -42.7% |
| 1Y | -37.9% | +17.4% | -55.4% | -41.7% |
| 3Y | +0.8% | -1.3% | +2.1% | -3.6% |
| 5Y | -4.7% | +27.2% | -31.9% | -15.6% |
| All | -4.7% | +28.1% | -32.8% | -15.6% |
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