+16.6%
EIX vs DD
+49.3%
-32.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | +4.5% | +8.7% | -4.2% | +3.2% |
| 30D | +15.2% | +15.3% | -0.1% | +12.8% |
| 3M | -11.6% | +5.9% | -17.5% | -12.3% |
| 6M | -8.4% | +11.6% | -19.9% | -10.4% |
| YTD | +8.2% | +26.5% | -18.3% | +0.4% |
| 1Y | +16.6% | +35.4% | -18.8% | +5.5% |
| All | +16.6% | +49.3% | -32.7% | +5.5% |
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