+176.7%
DLR vs EIX
+19.9%
+156.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.8% |
| 7D | +2.9% | +4.1% | -1.2% | +1.5% |
| 30D | -1.2% | -15.3% | +14.2% | +2.5% |
| 3M | +2.9% | -18.4% | +21.4% | +7.9% |
| 6M | +6.7% | -16.8% | +23.5% | +10.9% |
| YTD | +23.9% | -0.6% | +24.4% | +20.6% |
| 1Y | +18.6% | +10.7% | +8.0% | +10.9% |
| 3Y | +59.7% | -4.5% | +64.2% | +53.5% |
| 5Y | +42.1% | +24.0% | +18.0% | +24.2% |
| 10Y | +176.7% | +22.9% | +153.8% | +113.3% |
| All | +176.7% | +19.9% | +156.8% | +113.3% |
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