+17.0%
EIX vs DECK
+718.3%
-701.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | -19.1% | -2.2% | -16.9% | -18.9% |
| 30D | -16.9% | -13.6% | -3.3% | -15.4% |
| 3M | -20.0% | -21.2% | +1.2% | -17.6% |
| 6M | -21.3% | -21.1% | -0.2% | -19.2% |
| YTD | -1.7% | -17.2% | +15.5% | 0.0% |
| 1Y | +9.6% | -30.7% | +40.3% | +13.7% |
| 3Y | -3.7% | -3.4% | -0.3% | -8.8% |
| 5Y | +22.6% | +25.5% | -2.9% | +8.9% |
| All | +17.0% | +718.3% | -701.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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