+35.9%
EIX vs DLTR
+76.3%
-40.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +1.4% | +5.3% | -3.9% | +0.4% |
| 30D | +8.5% | +13.4% | -4.9% | +6.1% |
| 3M | -13.5% | +6.6% | -20.1% | -14.6% |
| 6M | -12.4% | +59.1% | -71.4% | -19.7% |
| YTD | +5.9% | +12.3% | -6.3% | +2.7% |
| 1Y | +7.6% | +33.9% | -26.3% | +0.9% |
| 3Y | +12.8% | +23.0% | -10.2% | +4.6% |
| 5Y | +19.2% | +22.1% | -2.9% | +7.0% |
| All | +35.9% | +76.3% | -40.4% | +7.3% |
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