+40.9%
DUK vs EIX
+20.9%
+20.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -2.4% | -19.3% | +16.9% | +3.2% |
| 3M | -3.0% | -21.7% | +18.7% | +3.7% |
| 6M | -6.6% | -19.8% | +13.3% | -1.2% |
| YTD | +4.6% | -3.0% | +7.6% | +2.0% |
| 1Y | +1.2% | +5.1% | -3.9% | -4.7% |
| 3Y | +45.7% | -7.0% | +52.6% | +40.2% |
| All | +40.9% | +20.9% | +20.0% | +17.6% |
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