-61.5%
DOCS vs EIX
+7.5%
-69.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.7% |
| 7D | -1.4% | -19.1% | +17.7% | -3.1% |
| 30D | +21.8% | -16.9% | +38.7% | +19.9% |
| 3M | +27.3% | -20.0% | +47.3% | +24.5% |
| 6M | -0.3% | -21.3% | +21.0% | -3.0% |
| YTD | -40.5% | -1.7% | -38.8% | -39.9% |
| 1Y | -61.5% | +9.6% | -71.1% | -61.7% |
| All | -61.5% | +7.5% | -69.1% | -61.7% |
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