+60.1%
DOCN vs EIX
+22.8%
+37.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +1.1% | -19.1% | +20.2% | +6.6% |
| 30D | -9.6% | -16.9% | +7.3% | -6.1% |
| 3M | -37.7% | -20.0% | -17.7% | -34.7% |
| 6M | +115.2% | -21.3% | +136.5% | +126.2% |
| YTD | +133.7% | -1.7% | +135.4% | +122.3% |
| 1Y | +250.2% | +9.6% | +240.6% | +215.6% |
| 3Y | +320.3% | -3.7% | +324.0% | +282.7% |
| All | +60.1% | +22.8% | +37.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling