+10.9%
EIX vs DG
+41.0%
-30.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +1.0% | +5.2% | -4.2% | +0.7% |
| 30D | +8.9% | +7.9% | +0.9% | +8.5% |
| 3M | -9.8% | +12.7% | -22.5% | -10.1% |
| 6M | -10.2% | +22.4% | -32.6% | -10.8% |
| YTD | +5.9% | +5.4% | +0.5% | +7.3% |
| 1Y | +10.9% | +39.4% | -28.5% | +6.9% |
| All | +10.9% | +41.0% | -30.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling