+952.9%
EIX vs DRI
+7,978.2%
-7,025.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +1.0% | +2.8% | -1.8% | +0.4% |
| 30D | +9.1% | +13.3% | -4.1% | +6.5% |
| 3M | -10.2% | +8.2% | -18.4% | -11.8% |
| 6M | -11.2% | +17.5% | -28.8% | -14.3% |
| YTD | +4.5% | +26.9% | -22.4% | -0.9% |
| 1Y | +10.9% | +31.6% | -20.7% | +4.3% |
| 3Y | +8.4% | +67.0% | -58.5% | -3.6% |
| 5Y | +18.0% | +72.9% | -54.9% | +2.9% |
| 10Y | +30.3% | +371.3% | -341.0% | -11.7% |
| All | +952.9% | +7,978.2% | -7,025.3% | +348.4% |
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