+1,058.2%
EIX vs DTE
+3,490.8%
-2,432.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.4% |
| 7D | -19.1% | +0.2% | -19.3% | -19.1% |
| 30D | -16.9% | -2.6% | -14.3% | -15.3% |
| 3M | -20.0% | -3.9% | -16.1% | -17.6% |
| 6M | -21.3% | -7.9% | -13.4% | -16.4% |
| YTD | -1.7% | +7.2% | -8.9% | -6.5% |
| 1Y | +9.6% | +3.1% | +6.5% | +7.1% |
| 3Y | -3.7% | +47.6% | -51.3% | -27.8% |
| 5Y | +22.6% | +32.7% | -10.1% | -0.6% |
| 10Y | +17.7% | +138.8% | -121.1% | -38.9% |
| All | +1,058.2% | +3,490.8% | -2,432.6% | +20.2% |
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