-4.6%
EIX vs DLTR
+1.6%
-6.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.7% |
| 7D | +4.1% | -10.2% | +14.3% | +5.1% |
| 30D | -15.3% | -8.5% | -6.8% | -14.6% |
| 3M | -18.4% | +5.6% | -24.0% | -18.9% |
| 6M | -16.8% | +2.2% | -19.0% | -17.0% |
| YTD | -0.6% | -3.8% | +3.2% | -0.2% |
| 1Y | +10.7% | +22.9% | -12.3% | +7.8% |
| All | -4.6% | +1.6% | -6.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling