+35.1%
EIX vs DG
+119.6%
-84.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | +8.9% | +7.9% | +0.9% | +7.3% |
| 3M | -9.8% | +12.7% | -22.5% | -12.0% |
| 6M | -10.2% | +22.4% | -32.6% | -14.0% |
| YTD | +5.9% | +5.4% | +0.5% | +4.0% |
| 1Y | +10.9% | +39.4% | -28.5% | +2.9% |
| 3Y | +10.2% | +24.1% | -13.9% | +0.4% |
| 5Y | +17.0% | -32.2% | +49.2% | +22.9% |
| 10Y | +35.1% | +111.8% | -76.7% | +11.0% |
| All | +35.1% | +119.6% | -84.5% | +11.0% |
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