-4.2%
DT vs EIX
+8.9%
-13.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +3.1% | +1.4% | +1.8% | +3.4% |
| 30D | -29.5% | +8.5% | -38.1% | -28.4% |
| 3M | -11.7% | -13.5% | +1.7% | -13.4% |
| 6M | +29.0% | -12.4% | +41.3% | +27.8% |
| YTD | +3.4% | +5.9% | -2.5% | +3.4% |
| 1Y | -4.2% | +7.6% | -11.8% | -4.0% |
| All | -4.2% | +8.9% | -13.1% | -4.0% |
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 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