+104.3%
DAL vs EIX
+35.3%
+69.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | +12.8% | +8.5% | +4.3% | +9.6% |
| 3M | -5.3% | -13.5% | +8.2% | -1.9% |
| 6M | +22.4% | -12.4% | +34.7% | +25.4% |
| YTD | +25.6% | +5.9% | +19.7% | +18.3% |
| 1Y | +45.5% | +7.6% | +37.9% | +36.1% |
| 3Y | +161.0% | +12.8% | +148.2% | +132.4% |
| 5Y | +112.2% | +19.2% | +93.0% | +81.8% |
| All | +104.3% | +35.3% | +69.0% | +65.3% |
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