+12.3%
EIX vs DECK
-11.0%
+23.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.0% | -2.9% | +2.6% |
| 7D | +4.5% | +10.4% | -5.9% | +3.7% |
| 30D | +15.2% | +11.1% | +4.1% | +14.2% |
| 3M | -11.6% | -10.8% | -0.8% | -10.9% |
| 6M | -8.4% | -8.7% | +0.4% | -7.9% |
| YTD | +8.2% | -14.0% | +22.2% | +9.0% |
| 1Y | +16.6% | +12.0% | +4.6% | +15.1% |
| All | +12.3% | -11.0% | +23.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling