+45.4%
RSP vs EIX
+18.0%
+27.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -1.0% | +1.0% | -2.0% | -1.3% |
| 30D | +2.6% | +9.1% | -6.5% | +0.5% |
| 3M | -0.8% | -10.2% | +9.5% | +0.4% |
| 6M | +6.3% | -11.2% | +17.5% | +7.4% |
| YTD | +14.1% | +4.5% | +9.7% | +9.2% |
| 1Y | +18.0% | +10.9% | +7.1% | +10.7% |
| 3Y | +61.0% | +8.4% | +52.6% | +46.4% |
| All | +45.4% | +18.0% | +27.4% | +24.9% |
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