+1,058.2%
EIX vs DD
+961.9%
+96.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -19.1% | -3.5% | -15.6% | -18.3% |
| 30D | -16.9% | -10.3% | -6.6% | -14.6% |
| 3M | -20.0% | -7.5% | -12.5% | -18.6% |
| 6M | -21.3% | -8.0% | -13.3% | -20.1% |
| YTD | -1.7% | +10.5% | -12.2% | -5.0% |
| 1Y | +9.6% | +38.3% | -28.7% | -0.3% |
| 3Y | -3.7% | +42.5% | -46.2% | -14.4% |
| 5Y | +22.6% | +60.2% | -37.6% | +3.9% |
| 10Y | +17.7% | +68.9% | -51.2% | -6.8% |
| All | +1,058.2% | +961.9% | +96.3% | +454.4% |
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