+17.9%
EIX vs DPZ
-27.1%
+45.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | +1.0% | +6.6% | -5.6% | +0.1% |
| 30D | +9.1% | +10.3% | -1.2% | +7.6% |
| 3M | -10.2% | -6.2% | -4.1% | -9.5% |
| 6M | -11.2% | +4.2% | -15.5% | -12.0% |
| YTD | +4.5% | -18.4% | +22.9% | +7.0% |
| 1Y | +10.9% | -14.9% | +25.8% | +12.7% |
| 3Y | +8.4% | -4.6% | +13.0% | +6.6% |
| All | +17.9% | -27.1% | +45.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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