+111.4%
DAL vs EIX
+18.4%
+93.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | +12.8% | +8.5% | +4.3% | +10.3% |
| 3M | -5.3% | -13.5% | +8.2% | -2.3% |
| 6M | +22.4% | -12.4% | +34.7% | +25.0% |
| YTD | +25.6% | +5.9% | +19.7% | +18.5% |
| 1Y | +45.5% | +7.6% | +37.9% | +36.4% |
| 3Y | +161.0% | +12.8% | +148.2% | +129.9% |
| All | +111.4% | +18.4% | +93.1% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling