+1,402.7%
EIX vs DKS
+6,292.4%
-4,889.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -19.1% | +3.0% | -22.1% | -19.5% |
| 30D | -16.9% | -30.5% | +13.6% | -13.7% |
| 3M | -20.0% | -35.7% | +15.7% | -16.0% |
| 6M | -21.3% | -29.7% | +8.4% | -18.7% |
| YTD | -1.7% | -28.9% | +27.1% | +1.4% |
| 1Y | +9.6% | -35.9% | +45.4% | +14.4% |
| 3Y | -3.7% | +28.2% | -31.8% | -10.8% |
| 5Y | +22.6% | +11.8% | +10.8% | +11.9% |
| 10Y | +17.7% | +211.6% | -193.9% | -15.6% |
| All | +1,402.7% | +6,292.4% | -4,889.8% | +611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling