+997.0%
EIX vs DLTR
+11,640.8%
-10,643.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -19.1% | +2.5% | -21.6% | -19.3% |
| 30D | -16.9% | +2.1% | -19.0% | -17.1% |
| 3M | -20.0% | +20.3% | -40.3% | -21.8% |
| 6M | -21.3% | +11.5% | -32.8% | -22.7% |
| YTD | -1.7% | +6.8% | -8.5% | -3.1% |
| 1Y | +9.6% | +31.1% | -21.5% | +5.2% |
| 3Y | -3.7% | +10.7% | -14.4% | -7.4% |
| 5Y | +22.6% | +41.6% | -19.0% | +12.8% |
| 10Y | +17.7% | +58.1% | -40.4% | +4.9% |
| All | +997.0% | +11,640.8% | -10,643.8% | +654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling