-11.2%
EIX vs DPZ
+1.2%
-12.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | +1.0% | +6.6% | -5.6% | 0.0% |
| 30D | +9.1% | +10.3% | -1.2% | +7.5% |
| 3M | -10.2% | -6.2% | -4.1% | -9.9% |
| 6M | -11.2% | +4.2% | -15.5% | -13.0% |
| All | -11.2% | +1.2% | -12.5% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling