-57.7%
DOCS vs EIX
+17.5%
-75.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.6% | +1.0% | -1.5% | -0.7% |
| 30D | +6.3% | +8.9% | -2.6% | +4.8% |
| 3M | +26.5% | -9.8% | +36.3% | +27.5% |
| 6M | +24.8% | -10.2% | +35.0% | +25.6% |
| YTD | -26.8% | +5.9% | -32.7% | -30.2% |
| 1Y | -38.3% | +10.9% | -49.2% | -42.0% |
| 3Y | +36.0% | +10.2% | +25.8% | +27.7% |
| All | -57.7% | +17.5% | -75.2% | -64.1% |
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