+9.6%
EIX vs DGX
+33.7%
-24.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -19.1% | -2.3% | -16.8% | -18.8% |
| 30D | -16.9% | +0.6% | -17.5% | -16.9% |
| 3M | -20.0% | +21.4% | -41.4% | -22.5% |
| 6M | -21.3% | +14.7% | -36.0% | -23.0% |
| YTD | -1.7% | +38.4% | -40.2% | -6.6% |
| 1Y | +9.6% | +34.0% | -24.4% | +4.5% |
| All | +9.6% | +33.7% | -24.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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