+18.0%
EIX vs DGX
+255.3%
-237.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -19.3% | -1.2% | -18.2% | -19.0% |
| 3M | -21.7% | +15.8% | -37.4% | -25.9% |
| 6M | -19.8% | +18.2% | -38.0% | -24.9% |
| YTD | -3.0% | +37.2% | -40.2% | -14.2% |
| 1Y | +5.1% | +30.4% | -25.3% | -5.5% |
| 3Y | -7.0% | +96.7% | -103.7% | -29.0% |
| 5Y | +22.0% | +67.2% | -45.1% | -2.6% |
| All | +18.0% | +255.3% | -237.4% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling