-47.3%
DOCS vs EIX
+18.9%
-66.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +6.6% |
| 7D | +1.2% | +4.5% | -3.3% | +1.6% |
| 30D | +21.3% | +15.2% | +6.1% | +23.1% |
| 3M | +58.4% | -11.6% | +70.0% | +54.3% |
| 6M | +39.3% | -8.4% | +47.7% | +40.7% |
| YTD | -21.7% | +8.2% | -29.9% | -16.6% |
| 1Y | -47.3% | +16.6% | -63.9% | -42.3% |
| All | -47.3% | +18.9% | -66.2% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling