+168.1%
DAL vs EIX
+11.1%
+156.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -4.1% |
| 7D | +4.6% | +2.5% | +2.0% | +4.0% |
| 30D | +2.3% | +14.1% | -11.7% | -0.7% |
| 3M | -8.1% | -9.4% | +1.3% | -6.9% |
| 6M | +21.4% | -9.1% | +30.5% | +22.3% |
| YTD | +24.3% | +7.1% | +17.2% | +17.5% |
| 1Y | +47.4% | +13.3% | +34.1% | +36.4% |
| All | +168.1% | +11.1% | +156.9% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling