+18.6%
EIX vs DAR
-27.0%
+45.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +1.4% | +11.6% | -10.2% | -0.1% |
| 30D | +8.5% | -10.2% | +18.8% | +9.9% |
| 3M | -13.5% | -14.8% | +1.4% | -11.9% |
| 6M | -12.4% | -10.1% | -2.3% | -11.7% |
| YTD | +5.9% | +55.5% | -49.6% | -1.9% |
| 1Y | +7.6% | +61.7% | -54.1% | -1.0% |
| 3Y | +12.8% | +37.2% | -24.4% | +3.7% |
| All | +18.6% | -27.0% | +45.6% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling