-28.1%
DT vs EIX
+28.1%
-56.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -3.5% |
| 7D | -4.9% | +0.9% | -5.8% | -4.9% |
| 30D | +2.7% | -13.5% | +16.2% | +3.5% |
| 3M | +20.0% | -15.3% | +35.2% | +20.8% |
| 6M | +28.0% | -15.3% | +43.4% | +28.6% |
| YTD | +16.0% | +2.7% | +13.3% | +12.2% |
| 1Y | +0.7% | +17.4% | -16.7% | -5.3% |
| 3Y | +6.2% | -1.3% | +7.5% | +0.5% |
| 5Y | -28.1% | +27.2% | -55.3% | -32.5% |
| All | -28.1% | +28.1% | -56.2% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling