+2,761.7%
DUK vs EIX
+1,175.7%
+1,586.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +1.9% | +1.4% | +0.6% | +1.4% |
| 30D | +8.9% | +8.5% | +0.3% | +5.7% |
| 3M | +5.6% | -13.5% | +19.0% | +9.0% |
| 6M | +7.0% | -12.4% | +19.3% | +9.8% |
| YTD | +14.0% | +5.9% | +8.1% | +9.0% |
| 1Y | +9.1% | +7.6% | +1.5% | +3.6% |
| 3Y | +67.6% | +12.8% | +54.8% | +52.6% |
| 5Y | +56.6% | +19.2% | +37.4% | +39.5% |
| 10Y | +159.8% | +34.9% | +124.9% | +112.7% |
| All | +2,761.7% | +1,175.7% | +1,586.0% | +839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling