+9.6%
EIX vs DD
+41.5%
-31.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -19.1% | -3.5% | -15.6% | -18.6% |
| 30D | -16.9% | -10.3% | -6.6% | -15.4% |
| 3M | -20.0% | -7.5% | -12.5% | -19.0% |
| 6M | -21.3% | -8.0% | -13.3% | -20.6% |
| YTD | -1.7% | +10.5% | -12.2% | -5.6% |
| 1Y | +9.6% | +38.3% | -28.7% | 0.0% |
| All | +9.6% | +41.5% | -31.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling