+414.4%
EIX vs DPZ
+5,341.2%
-4,926.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | +1.0% | +6.6% | -5.6% | -0.1% |
| 30D | +9.1% | +10.3% | -1.2% | +7.3% |
| 3M | -10.2% | -6.2% | -4.1% | -9.4% |
| 6M | -11.2% | +4.2% | -15.5% | -12.2% |
| YTD | +4.5% | -18.4% | +22.9% | +7.4% |
| 1Y | +10.9% | -14.9% | +25.8% | +13.1% |
| 3Y | +8.4% | -4.6% | +13.0% | +7.1% |
| 5Y | +18.0% | -27.4% | +45.4% | +20.3% |
| 10Y | +30.3% | +125.9% | -95.6% | +4.3% |
| All | +414.4% | +5,341.2% | -4,926.8% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling