+19.6%
EIX vs DKS
+199.2%
-179.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.8% | -4.7% | +5.5% | +1.3% |
| 30D | -18.8% | -35.1% | +16.3% | -15.4% |
| 3M | -19.7% | -37.7% | +18.0% | -15.9% |
| 6M | -18.2% | -30.7% | +12.5% | -15.7% |
| YTD | -1.7% | -31.9% | +30.2% | +1.4% |
| 1Y | +7.8% | -40.0% | +47.8% | +12.8% |
| 3Y | -5.6% | +28.4% | -34.0% | -12.0% |
| 5Y | +23.7% | +12.4% | +11.2% | +14.0% |
| All | +19.6% | +199.2% | -179.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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