+383.9%
EIX vs DPZ
+5,417.8%
-5,033.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -19.1% | -2.5% | -16.5% | -18.7% |
| 30D | -16.9% | -7.0% | -9.9% | -15.9% |
| 3M | -20.0% | +11.6% | -31.6% | -21.6% |
| 6M | -21.3% | -15.2% | -6.1% | -19.5% |
| YTD | -1.7% | -17.2% | +15.5% | +0.8% |
| 1Y | +9.6% | -24.8% | +34.4% | +14.1% |
| 3Y | -3.7% | -8.7% | +5.0% | -4.2% |
| 5Y | +22.6% | -28.9% | +51.5% | +25.5% |
| 10Y | +17.7% | +153.6% | -136.0% | -7.7% |
| All | +383.9% | +5,417.8% | -5,033.9% | +92.2% |
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