+22.9%
EIX vs DD
+64.9%
-42.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.4% |
| 7D | +4.1% | -3.8% | +7.8% | +5.3% |
| 30D | -15.3% | -9.2% | -6.1% | -12.7% |
| 3M | -18.4% | -9.0% | -9.4% | -16.2% |
| 6M | -16.8% | -5.0% | -11.9% | -16.2% |
| YTD | -0.6% | +7.4% | -7.9% | -4.0% |
| 1Y | +10.7% | +35.1% | -24.5% | -1.2% |
| 3Y | -4.5% | +43.2% | -47.7% | -18.2% |
| 5Y | +24.0% | +59.6% | -35.6% | -0.4% |
| 10Y | +22.9% | +66.5% | -43.6% | -15.7% |
| All | +22.9% | +64.9% | -42.0% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling