+841.5%
EIX vs DVA
+5,194.7%
-4,353.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -19.1% | +1.8% | -20.9% | -19.2% |
| 30D | -16.9% | -2.5% | -14.4% | -16.7% |
| 3M | -20.0% | -4.3% | -15.7% | -19.8% |
| 6M | -21.3% | +18.9% | -40.2% | -22.7% |
| YTD | -1.7% | +61.9% | -63.7% | -6.1% |
| 1Y | +9.6% | +35.7% | -26.2% | +6.1% |
| 3Y | -3.7% | +78.6% | -82.3% | -9.3% |
| 5Y | +22.6% | +39.2% | -16.6% | +16.4% |
| 10Y | +17.7% | +184.0% | -166.3% | +5.0% |
| All | +841.5% | +5,194.7% | -4,353.2% | +790.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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