+1,512.1%
EIX vs DKS
+6,836.7%
-5,324.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +7.7% | +8.9% | -1.2% | +6.4% |
| 3M | -12.9% | -26.4% | +13.5% | -10.3% |
| 6M | -12.7% | -31.1% | +18.4% | -9.5% |
| YTD | +5.5% | -22.8% | +28.2% | +7.3% |
| 1Y | +9.4% | -29.5% | +38.9% | +12.6% |
| 3Y | +9.7% | +42.8% | -33.1% | -0.1% |
| 5Y | +16.9% | +29.2% | -12.2% | +4.6% |
| 10Y | +34.3% | +235.0% | -200.7% | -4.7% |
| All | +1,512.1% | +6,836.7% | -5,324.6% | +653.0% |
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