+35.1%
EIX vs DD
+100.9%
-65.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +1.0% | +2.2% | -1.3% | +0.2% |
| 30D | +8.9% | +20.7% | -11.8% | +2.5% |
| 3M | -9.8% | +11.3% | -21.1% | -13.0% |
| 6M | -10.2% | +6.0% | -16.2% | -12.4% |
| YTD | +5.9% | +31.7% | -25.8% | -4.3% |
| 1Y | +10.9% | +32.2% | -21.3% | 0.0% |
| 3Y | +10.2% | +92.7% | -82.5% | -14.3% |
| 5Y | +17.0% | +72.1% | -55.1% | -7.8% |
| 10Y | +35.1% | +99.7% | -64.6% | -11.2% |
| All | +35.1% | +100.9% | -65.8% | -11.2% |
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