-37.4%
DOCS vs EIX
+44.2%
-81.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | -1.3% | +2.5% | -3.9% | -1.7% |
| 30D | +19.4% | +14.1% | +5.3% | +16.9% |
| 3M | +53.4% | -9.4% | +62.8% | +54.7% |
| 6M | +28.8% | -9.1% | +37.8% | +29.3% |
| YTD | -25.1% | +7.1% | -32.2% | -28.5% |
| 1Y | -48.1% | +13.3% | -61.4% | -51.4% |
| 3Y | +51.4% | +10.9% | +40.5% | +42.6% |
| 5Y | -51.1% | +21.0% | -72.1% | -56.8% |
| All | -37.4% | +44.2% | -81.6% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling