+18.6%
EIX vs DTE
+46.4%
-27.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.4% | +3.4% | -2.1% | -1.5% |
| 30D | +8.5% | +8.9% | -0.3% | +0.9% |
| 3M | -13.5% | +1.1% | -14.5% | -14.2% |
| 6M | -12.4% | +0.1% | -12.4% | -12.5% |
| YTD | +5.9% | +11.1% | -5.1% | -3.2% |
| 1Y | +7.6% | +4.9% | +2.6% | +3.1% |
| 3Y | +12.8% | +58.6% | -45.8% | -24.9% |
| All | +18.6% | +46.4% | -27.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling