-4.6%
EIX vs DKS
+27.5%
-32.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.2% |
| 7D | +4.1% | -2.9% | +7.0% | +4.3% |
| 30D | -15.3% | -37.7% | +22.4% | -11.6% |
| 3M | -18.4% | -38.9% | +20.5% | -14.7% |
| 6M | -16.8% | -31.1% | +14.3% | -14.7% |
| YTD | -0.6% | -31.8% | +31.3% | +2.1% |
| 1Y | +10.7% | -38.0% | +48.7% | +14.9% |
| All | -4.6% | +27.5% | -32.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling