-41.1%
DIS vs EIX
+22.8%
-63.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | -2.6% | -19.1% | +16.5% | +1.5% |
| 30D | +3.5% | -16.9% | +20.4% | +6.8% |
| 3M | +6.8% | -20.0% | +26.8% | +11.2% |
| 6M | +3.0% | -21.3% | +24.3% | +7.4% |
| YTD | -6.7% | -1.7% | -5.0% | -9.3% |
| 1Y | -10.1% | +9.6% | -19.6% | -15.8% |
| 3Y | +33.0% | -3.7% | +36.7% | +26.2% |
| All | -41.1% | +22.8% | -63.9% | -48.9% |
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