+2,563.5%
DUK vs EIX
+1,137.3%
+1,426.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.8% |
| 7D | +0.7% | +0.9% | -0.2% | +0.2% |
| 30D | -2.0% | -13.5% | +11.5% | +1.3% |
| 3M | +0.2% | -15.3% | +15.5% | +4.2% |
| 6M | -6.9% | -15.3% | +8.4% | -3.2% |
| YTD | +6.1% | +2.7% | +3.4% | +2.7% |
| 1Y | +4.4% | +17.4% | -13.0% | -4.1% |
| 3Y | +49.1% | -1.3% | +50.5% | +42.7% |
| 5Y | +39.6% | +27.2% | +12.4% | +21.5% |
| 10Y | +125.1% | +22.7% | +102.4% | +90.7% |
| All | +2,563.5% | +1,137.3% | +1,426.2% | +784.9% |
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