+112.2%
DT vs EIX
+6.5%
+105.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | -0.5% | +4.1% | -4.6% | -1.5% |
| 30D | +0.1% | -15.3% | +15.4% | +2.4% |
| 3M | +24.1% | -18.4% | +42.5% | +27.7% |
| 6M | +30.1% | -16.8% | +46.9% | +32.5% |
| YTD | +16.8% | -0.6% | +17.3% | +12.3% |
| 1Y | -0.1% | +10.7% | -10.8% | -7.3% |
| 3Y | +6.8% | -4.5% | +11.3% | +0.7% |
| 5Y | -28.4% | +24.0% | -52.4% | -40.5% |
| All | +112.2% | +6.5% | +105.6% | +86.0% |
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