+3,595.7%
DLR vs EIX
+302.1%
+3,293.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +1.6% | -19.1% | +20.7% | +9.1% |
| 30D | -3.4% | -16.9% | +13.6% | +2.3% |
| 3M | +0.5% | -20.0% | +20.5% | +7.9% |
| 6M | +4.6% | -21.3% | +25.9% | +12.8% |
| YTD | +23.4% | -1.7% | +25.1% | +19.8% |
| 1Y | +19.0% | +9.6% | +9.5% | +9.2% |
| 3Y | +56.5% | -3.7% | +60.2% | +47.2% |
| 5Y | +33.3% | +22.6% | +10.7% | +10.6% |
| 10Y | +165.1% | +17.7% | +147.5% | +102.5% |
| All | +3,595.7% | +302.1% | +3,293.5% | +1,351.4% |
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