+1,148.0%
EIX vs DTE
+3,620.6%
-2,472.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.4% | +3.4% | -2.1% | -1.1% |
| 30D | +8.5% | +8.9% | -0.3% | +1.9% |
| 3M | -13.5% | +1.1% | -14.5% | -14.1% |
| 6M | -12.4% | +0.1% | -12.4% | -12.4% |
| YTD | +5.9% | +11.1% | -5.1% | -1.9% |
| 1Y | +7.6% | +4.9% | +2.6% | +3.8% |
| 3Y | +12.8% | +58.6% | -45.8% | -19.8% |
| 5Y | +19.2% | +47.3% | -28.1% | -10.3% |
| 10Y | +34.9% | +151.3% | -116.5% | -32.6% |
| All | +1,148.0% | +3,620.6% | -2,472.6% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling