-5.7%
DT vs EIX
+18.9%
-24.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | +0.1% |
| 7D | -25.5% | +4.5% | -30.0% | -24.9% |
| 30D | -22.3% | +15.2% | -37.5% | -20.1% |
| 3M | +2.3% | -11.6% | +13.9% | +0.9% |
| 6M | +20.7% | -8.4% | +29.1% | +21.1% |
| YTD | +7.9% | +8.2% | -0.3% | +9.0% |
| 1Y | -5.7% | +16.6% | -22.3% | -4.7% |
| All | -5.7% | +18.9% | -24.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling