+699.9%
EIX vs DGX
+8,796.3%
-8,096.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -13.5% | -1.2% | -12.3% | -13.3% |
| 3M | -15.3% | +19.9% | -35.2% | -18.6% |
| 6M | -15.3% | +19.2% | -34.5% | -18.6% |
| YTD | +2.7% | +37.5% | -34.8% | -4.3% |
| 1Y | +17.4% | +31.3% | -13.8% | +10.3% |
| 3Y | -1.3% | +96.6% | -98.0% | -15.1% |
| 5Y | +27.2% | +64.3% | -37.1% | +12.8% |
| 10Y | +22.7% | +241.1% | -218.4% | -6.7% |
| All | +699.9% | +8,796.3% | -8,096.4% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling