+7.6%
EIX vs DG
+31.9%
-24.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.5% | +3.2% | +5.3% | +8.4% |
| 3M | -13.5% | +10.4% | -23.9% | -13.7% |
| 6M | -12.4% | +33.2% | -45.5% | -13.4% |
| YTD | +5.9% | +3.0% | +2.9% | +7.4% |
| 1Y | +7.6% | +31.2% | -23.6% | +4.5% |
| All | +7.6% | +31.9% | -24.3% | +4.5% |
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