+117.6%
DT vs EIX
+5.3%
+112.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -3.3% | -19.1% | +15.8% | +0.3% |
| 30D | +2.0% | -16.9% | +19.0% | +5.0% |
| 3M | +20.0% | -20.0% | +40.0% | +24.1% |
| 6M | +39.3% | -21.3% | +60.6% | +44.0% |
| YTD | +19.8% | -1.7% | +21.5% | +15.5% |
| 1Y | +4.3% | +9.6% | -5.3% | -3.0% |
| 3Y | +7.7% | -3.7% | +11.4% | +1.0% |
| 5Y | -26.8% | +22.6% | -49.4% | -39.0% |
| All | +117.6% | +5.3% | +112.3% | +91.4% |
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