+22.7%
EIX vs DRI
+72.9%
-50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -19.1% | +0.6% | -19.7% | -19.2% |
| 30D | -16.9% | +3.8% | -20.8% | -17.6% |
| 3M | -20.0% | +13.0% | -33.0% | -21.9% |
| 6M | -21.3% | +8.3% | -29.6% | -22.7% |
| YTD | -1.7% | +20.6% | -22.3% | -5.6% |
| 1Y | +9.6% | +6.5% | +3.1% | +7.5% |
| 3Y | -3.7% | +53.7% | -57.4% | -11.8% |
| All | +22.7% | +72.9% | -50.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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