+35.9%
EIX vs DD
+97.1%
-61.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | +5.0% | -3.6% | -0.2% |
| 30D | +8.5% | +19.7% | -11.1% | +2.4% |
| 3M | -13.5% | +7.2% | -20.6% | -15.6% |
| 6M | -12.4% | +1.0% | -13.4% | -13.2% |
| YTD | +5.9% | +29.1% | -23.2% | -3.8% |
| 1Y | +7.6% | +28.5% | -20.9% | -2.1% |
| 3Y | +12.8% | +89.4% | -76.7% | -11.8% |
| 5Y | +19.2% | +67.1% | -47.9% | -5.2% |
| All | +35.9% | +97.1% | -61.3% | -8.7% |
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