+1,221.9%
EIX vs DAR
+1,762.6%
-540.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -19.1% | +1.4% | -20.4% | -19.2% |
| 30D | -16.9% | +12.8% | -29.7% | -17.5% |
| 3M | -20.0% | +7.4% | -27.4% | -20.4% |
| 6M | -21.3% | +22.3% | -43.6% | -22.2% |
| YTD | -1.7% | +81.1% | -82.8% | -4.8% |
| 1Y | +9.6% | +106.5% | -96.9% | +5.3% |
| 3Y | -3.7% | +5.3% | -9.0% | -5.0% |
| 5Y | +22.6% | -11.5% | +34.2% | +21.3% |
| 10Y | +17.7% | +353.3% | -335.7% | +8.0% |
| All | +1,221.9% | +1,762.6% | -540.6% | +1,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling