+10.7%
EIX vs DG
+17.9%
-7.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.1% |
| 7D | +4.1% | -4.8% | +8.9% | +4.2% |
| 30D | -15.3% | +1.8% | -17.1% | -15.4% |
| 3M | -18.4% | +14.5% | -32.9% | -19.2% |
| 6M | -16.8% | -13.6% | -3.3% | -14.4% |
| YTD | -0.6% | -4.8% | +4.3% | +1.0% |
| 1Y | +10.7% | +21.6% | -10.9% | +7.8% |
| All | +10.7% | +17.9% | -7.3% | +7.8% |
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