+19.6%
EIX vs DLTR
+45.9%
-26.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.8% | -9.4% | +10.2% | +2.4% |
| 30D | -18.8% | -7.3% | -11.5% | -17.8% |
| 3M | -19.7% | +7.6% | -27.2% | -20.8% |
| 6M | -18.2% | +1.6% | -19.8% | -19.0% |
| YTD | -1.7% | -3.5% | +1.8% | -2.0% |
| 1Y | +7.8% | +20.0% | -12.3% | +2.9% |
| 3Y | -5.6% | +2.3% | -7.9% | -9.4% |
| 5Y | +23.7% | +31.5% | -7.9% | +7.5% |
| All | +19.6% | +45.9% | -26.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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