+186.6%
DLR vs EIX
+34.9%
+151.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | +3.0% | +8.1% | -5.1% | +0.5% |
| 3M | -6.3% | -12.1% | +5.9% | -3.9% |
| 6M | -4.8% | -13.4% | +8.7% | -2.2% |
| YTD | +21.0% | +5.6% | +15.4% | +15.6% |
| 1Y | +15.1% | +7.8% | +7.3% | +9.1% |
| 3Y | +56.0% | +9.8% | +46.2% | +42.8% |
| 5Y | +39.1% | +18.8% | +20.3% | +23.7% |
| All | +186.6% | +34.9% | +151.7% | +114.3% |
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