+251.0%
DIA vs EIX
+19.9%
+231.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.1% |
| 7D | -1.2% | +4.1% | -5.3% | -2.4% |
| 30D | -2.7% | -15.3% | +12.6% | +0.3% |
| 3M | +3.3% | -18.4% | +21.7% | +7.3% |
| 6M | +10.4% | -16.8% | +27.3% | +13.9% |
| YTD | +10.0% | -0.6% | +10.5% | +7.1% |
| 1Y | +16.2% | +10.7% | +5.5% | +9.2% |
| 3Y | +58.7% | -4.5% | +63.2% | +52.6% |
| 5Y | +63.6% | +24.0% | +39.5% | +42.2% |
| 10Y | +251.0% | +22.9% | +228.1% | +189.2% |
| All | +251.0% | +19.9% | +231.1% | +189.2% |
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