+22.7%
EIX vs DAR
+367.0%
-344.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | -13.5% | +13.0% | -26.5% | -15.8% |
| 3M | -15.3% | +15.0% | -30.2% | -18.0% |
| 6M | -15.3% | +26.8% | -42.2% | -19.8% |
| YTD | +2.7% | +86.4% | -83.7% | -10.1% |
| 1Y | +17.4% | +115.1% | -97.6% | -0.7% |
| 3Y | -1.3% | +14.6% | -16.0% | -7.4% |
| 5Y | +27.2% | -8.8% | +36.0% | +21.9% |
| 10Y | +22.7% | +356.5% | -333.8% | -23.9% |
| All | +22.7% | +367.0% | -344.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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