+8,362.0%
EOG vs EIX
+1,175.7%
+7,186.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +7.6% | +1.4% | +6.2% | +7.2% |
| 30D | +3.4% | +8.5% | -5.2% | +0.9% |
| 3M | +12.7% | -13.5% | +26.2% | +15.3% |
| 6M | +19.0% | -12.4% | +31.4% | +20.9% |
| YTD | +55.6% | +5.9% | +49.7% | +49.1% |
| 1Y | +49.5% | +7.6% | +41.9% | +42.6% |
| 3Y | +43.2% | +12.8% | +30.4% | +31.5% |
| 5Y | +111.8% | +19.2% | +92.6% | +90.0% |
| 10Y | +140.4% | +34.9% | +105.5% | +104.2% |
| All | +8,362.0% | +1,175.7% | +7,186.3% | +4,296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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