+122.8%
DAL vs EIX
+29.5%
+93.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +3.1% |
| 7D | +8.8% | +1.0% | +7.8% | +8.5% |
| 30D | +5.4% | +9.1% | -3.7% | +2.2% |
| 3M | -4.9% | -10.2% | +5.3% | -3.1% |
| 6M | +19.8% | -11.2% | +31.1% | +22.0% |
| YTD | +27.0% | +4.5% | +22.5% | +20.2% |
| 1Y | +52.5% | +10.9% | +41.6% | +40.7% |
| 3Y | +173.8% | +8.4% | +165.4% | +147.9% |
| 5Y | +104.5% | +18.0% | +86.6% | +76.0% |
| All | +122.8% | +29.5% | +93.4% | +81.9% |
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