+1,131.2%
EIX vs DD
+1,082.4%
+48.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +1.0% | +4.6% | -3.6% | -0.3% |
| 30D | +9.1% | +11.8% | -2.7% | +5.9% |
| 3M | -10.2% | +2.2% | -12.4% | -11.0% |
| 6M | -11.2% | -1.6% | -9.6% | -11.4% |
| YTD | +4.5% | +23.0% | -18.5% | -2.0% |
| 1Y | +10.9% | +26.9% | -16.1% | +3.1% |
| 3Y | +8.4% | +77.9% | -69.5% | -9.1% |
| 5Y | +18.0% | +59.9% | -41.9% | 0.0% |
| 10Y | +30.3% | +90.1% | -59.8% | 0.0% |
| All | +1,131.2% | +1,082.4% | +48.8% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling