+17.9%
EIX vs DG
-34.7%
+52.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +9.1% | +9.5% | -0.4% | +8.0% |
| 3M | -10.2% | +5.5% | -15.7% | -10.9% |
| 6M | -11.2% | +16.1% | -27.3% | -13.0% |
| YTD | +4.5% | +2.7% | +1.8% | +3.8% |
| 1Y | +10.9% | +42.1% | -31.2% | +5.7% |
| 3Y | +8.4% | +19.3% | -10.8% | +2.7% |
| All | +17.9% | -34.7% | +52.6% | +26.5% |
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 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