+66.4%
DOCN vs EIX
+36.6%
+29.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.6% |
| 7D | -29.3% | +2.5% | -31.8% | -29.8% |
| 30D | -46.0% | +14.1% | -60.1% | -48.1% |
| 3M | -43.2% | -9.4% | -33.8% | -42.6% |
| 6M | -53.7% | -9.1% | -44.6% | -53.6% |
| YTD | +46.9% | +7.1% | +39.8% | +37.0% |
| 1Y | +54.3% | +13.3% | +41.1% | +40.5% |
| 3Y | +185.5% | +10.9% | +174.7% | +150.6% |
| 5Y | -31.1% | +21.0% | -52.1% | -41.2% |
| All | +66.4% | +36.6% | +29.8% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling