+3,472.7%
DLR vs EIX
+333.4%
+3,139.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.3% | +1.0% | -0.6% | -0.1% |
| 30D | +1.2% | +8.9% | -7.7% | -2.5% |
| 3M | -4.8% | -9.8% | +5.0% | -3.0% |
| 6M | -6.1% | -10.2% | +4.1% | -4.7% |
| YTD | +19.3% | +5.9% | +13.4% | +11.7% |
| 1Y | +10.0% | +10.9% | -0.9% | +0.6% |
| 3Y | +53.8% | +10.2% | +43.6% | +35.7% |
| 5Y | +39.1% | +17.0% | +22.1% | +18.3% |
| 10Y | +188.1% | +35.1% | +153.1% | +104.2% |
| All | +3,472.7% | +333.4% | +3,139.2% | +1,254.4% |
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