+18.6%
EIX vs DPZ
-28.5%
+47.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +1.4% | +2.2% | -0.9% | +1.0% |
| 30D | +8.5% | +15.5% | -6.9% | +6.3% |
| 3M | -13.5% | -2.0% | -11.4% | -13.3% |
| 6M | -12.4% | +12.1% | -24.5% | -14.0% |
| YTD | +5.9% | -16.6% | +22.5% | +8.1% |
| 1Y | +7.6% | -14.6% | +22.2% | +9.3% |
| 3Y | +12.8% | -4.1% | +16.9% | +10.9% |
| All | +18.6% | -28.5% | +47.1% | +20.9% |
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