+207.1%
RSP vs EIX
+17.2%
+189.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.8% | -19.1% | +18.3% | +4.4% |
| 30D | -0.3% | -16.9% | +16.6% | +3.8% |
| 3M | +4.3% | -20.0% | +24.3% | +9.6% |
| 6M | +8.8% | -21.3% | +30.1% | +14.7% |
| YTD | +15.3% | -1.7% | +17.0% | +12.4% |
| 1Y | +18.3% | +9.6% | +8.7% | +10.8% |
| 3Y | +52.8% | -3.7% | +56.5% | +45.9% |
| 5Y | +51.7% | +22.6% | +29.1% | +31.2% |
| All | +207.1% | +17.2% | +189.9% | +154.6% |
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 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