+27.0%
EIX vs DG
+108.0%
-81.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +5.2% |
| 7D | +0.9% | -2.5% | +3.4% | +1.3% |
| 30D | -13.5% | +1.0% | -14.5% | -13.9% |
| 3M | -15.3% | +20.3% | -35.6% | -18.3% |
| 6M | -15.3% | -11.7% | -3.6% | -13.9% |
| YTD | +2.7% | -2.3% | +5.0% | +2.3% |
| 1Y | +17.4% | +20.0% | -2.6% | +12.1% |
| 3Y | -1.3% | +7.2% | -8.6% | -7.3% |
| 5Y | +27.2% | -37.9% | +65.1% | +35.9% |
| All | +27.0% | +108.0% | -81.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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