+890.5%
EIX vs DRI
+7,577.6%
-6,687.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 6M | -21.3% | +8.3% | -29.6% | -22.8% |
| YTD | -1.7% | +20.6% | -22.3% | -5.8% |
| 1Y | +9.6% | +6.5% | +3.1% | +7.4% |
| 3Y | -3.7% | +53.7% | -57.4% | -12.9% |
| 5Y | +22.6% | +72.7% | -50.1% | +6.9% |
| 10Y | +17.7% | +363.2% | -345.5% | -19.9% |
| All | +890.5% | +7,577.6% | -6,687.2% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling