+1,107.4%
DIA vs EIX
+475.9%
+631.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | +1.4% | +8.8% | -7.3% | -0.5% |
| 3M | -2.7% | -10.9% | +8.2% | -1.3% |
| 6M | +6.2% | -10.3% | +16.5% | +7.3% |
| YTD | +10.1% | +5.8% | +4.3% | +6.6% |
| 1Y | +13.0% | +11.4% | +1.6% | +8.0% |
| 3Y | +61.9% | +11.1% | +50.8% | +52.2% |
| 5Y | +57.1% | +18.5% | +38.6% | +44.4% |
| 10Y | +240.9% | +32.2% | +208.6% | +195.7% |
| All | +1,107.4% | +475.9% | +631.5% | +663.2% |
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