+1,519.1%
EIX vs DKS
+6,842.3%
-5,323.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +1.4% | +6.3% | -4.9% | +0.5% |
| 30D | +8.5% | +9.3% | -0.8% | +7.1% |
| 3M | -13.5% | -25.3% | +11.8% | -11.1% |
| 6M | -12.4% | -29.2% | +16.8% | -9.5% |
| YTD | +5.9% | -22.7% | +28.6% | +7.7% |
| 1Y | +7.6% | -30.1% | +37.7% | +10.9% |
| 3Y | +12.8% | +45.6% | -32.9% | +2.3% |
| 5Y | +19.2% | +28.5% | -9.2% | +6.7% |
| 10Y | +34.9% | +235.2% | -200.4% | -4.3% |
| All | +1,519.1% | +6,842.3% | -5,323.1% | +656.1% |
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