+21.7%
EIX vs DG
-34.6%
+56.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | -19.1% | +8.4% | -27.5% | -19.8% |
| 30D | -16.9% | +4.9% | -21.8% | -17.4% |
| 3M | -20.0% | +29.3% | -49.3% | -22.4% |
| 6M | -21.3% | -11.3% | -10.1% | -20.3% |
| YTD | -1.7% | +1.8% | -3.5% | -2.2% |
| 1Y | +9.6% | +25.3% | -15.8% | +6.1% |
| 3Y | -3.7% | +9.1% | -12.8% | -7.2% |
| All | +21.7% | -34.6% | +56.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling