+1,148.4%
EIX vs DD
+1,166.0%
-17.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +1.0% | +2.2% | -1.3% | +0.3% |
| 30D | +8.9% | +20.7% | -11.8% | +3.5% |
| 3M | -9.8% | +11.3% | -21.1% | -12.5% |
| 6M | -10.2% | +6.0% | -16.2% | -12.1% |
| YTD | +5.9% | +31.7% | -25.8% | -2.4% |
| 1Y | +10.9% | +32.2% | -21.3% | +2.0% |
| 3Y | +10.2% | +92.7% | -82.5% | -9.5% |
| 5Y | +17.0% | +72.1% | -55.1% | -2.6% |
| 10Y | +35.1% | +99.7% | -64.6% | +2.3% |
| All | +1,148.4% | +1,166.0% | -17.6% | +469.7% |
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 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