+105.0%
DAL vs EIX
+34.9%
+70.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | +9.1% | +8.1% | +0.9% | +6.1% |
| 3M | -3.5% | -12.1% | +8.6% | -0.7% |
| 6M | +23.4% | -13.4% | +36.8% | +27.0% |
| YTD | +26.0% | +5.6% | +20.5% | +18.8% |
| 1Y | +44.6% | +7.8% | +36.8% | +35.1% |
| 3Y | +162.7% | +9.8% | +152.9% | +136.6% |
| 5Y | +113.0% | +18.8% | +94.1% | +82.7% |
| All | +105.0% | +34.9% | +70.1% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling