-4.6%
EIX vs DTE
+47.2%
-51.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.5% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -15.3% | -0.5% | -14.8% | -14.9% |
| 3M | -18.4% | -6.0% | -12.4% | -14.3% |
| 6M | -16.8% | -7.2% | -9.6% | -11.8% |
| YTD | -0.6% | +7.2% | -7.7% | -5.7% |
| 1Y | +10.7% | +4.1% | +6.6% | +7.2% |
| All | -4.6% | +47.2% | -51.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling