+3,457.3%
DLR vs EIX
+333.0%
+3,124.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.8% |
| 7D | +2.4% | +0.7% | +1.6% | +2.1% |
| 30D | +0.7% | +8.8% | -8.0% | -2.9% |
| 3M | -6.4% | -10.9% | +4.5% | -4.1% |
| 6M | -6.5% | -10.3% | +3.8% | -5.0% |
| YTD | +18.8% | +5.8% | +13.0% | +11.3% |
| 1Y | +9.0% | +11.4% | -2.3% | -0.4% |
| 3Y | +54.5% | +11.1% | +43.4% | +35.8% |
| 5Y | +35.8% | +18.5% | +17.4% | +14.8% |
| 10Y | +177.5% | +32.2% | +145.2% | +99.2% |
| All | +3,457.3% | +333.0% | +3,124.2% | +1,249.2% |
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