+27.2%
EIX vs DKS
+9.4%
+17.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.4% | +4.9% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | -13.5% | -36.6% | +23.1% | -10.5% |
| 3M | -15.3% | -37.6% | +22.4% | -12.2% |
| 6M | -15.3% | -32.1% | +16.7% | -13.2% |
| YTD | +2.7% | -32.3% | +35.0% | +5.3% |
| 1Y | +17.4% | -39.5% | +56.9% | +21.6% |
| 3Y | -1.3% | +27.7% | -29.0% | -5.7% |
| 5Y | +27.2% | +15.0% | +12.2% | +17.9% |
| All | +27.2% | +9.4% | +17.8% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling