+126.0%
DUK vs EIX
+19.9%
+106.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -2.4% | -19.3% | +16.9% | +4.0% |
| 3M | -3.0% | -21.7% | +18.7% | +4.6% |
| 6M | -6.6% | -19.8% | +13.3% | -0.4% |
| YTD | +4.6% | -3.0% | +7.6% | +2.4% |
| 1Y | +1.2% | +5.1% | -3.9% | -4.6% |
| 3Y | +45.7% | -7.0% | +52.6% | +40.7% |
| 5Y | +40.3% | +22.0% | +18.3% | +18.9% |
| All | +126.0% | +19.9% | +106.2% | +73.3% |
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 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