+1,129.1%
DIA vs EIX
+434.8%
+694.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -0.2% | -19.1% | +18.9% | +3.8% |
| 30D | -1.5% | -16.9% | +15.4% | +1.6% |
| 3M | +3.8% | -20.0% | +23.8% | +7.8% |
| 6M | +10.3% | -21.3% | +31.6% | +14.9% |
| YTD | +12.1% | -1.7% | +13.8% | +10.5% |
| 1Y | +18.6% | +9.6% | +9.1% | +13.7% |
| 3Y | +60.6% | -3.7% | +64.3% | +56.3% |
| 5Y | +64.4% | +22.6% | +41.8% | +49.9% |
| 10Y | +250.1% | +17.7% | +232.4% | +212.0% |
| All | +1,129.1% | +434.8% | +694.3% | +691.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling