+203.9%
DOCN vs EIX
+8.4%
+195.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.0% |
| 7D | -19.2% | +1.0% | -20.1% | -19.3% |
| 30D | -43.1% | +9.1% | -52.2% | -44.1% |
| 3M | -40.7% | -10.2% | -30.5% | -40.3% |
| 6M | -55.0% | -11.2% | -43.7% | -54.8% |
| YTD | +50.6% | +4.5% | +46.1% | +42.4% |
| 1Y | +54.0% | +10.9% | +43.1% | +42.4% |
| 3Y | +203.9% | +8.4% | +195.5% | +166.1% |
| All | +203.9% | +8.4% | +195.5% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling