+17.0%
EIX vs DOC
-2.1%
+19.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -19.1% | -1.5% | -17.6% | -18.5% |
| 30D | -16.9% | -4.8% | -12.1% | -15.1% |
| 3M | -20.0% | +6.9% | -26.9% | -22.4% |
| 6M | -21.3% | +20.7% | -42.1% | -28.4% |
| YTD | -1.7% | +34.1% | -35.9% | -15.1% |
| 1Y | +9.6% | +22.6% | -13.1% | -1.7% |
| 3Y | -3.7% | +20.8% | -24.5% | -14.7% |
| 5Y | +22.6% | -24.9% | +47.5% | +34.1% |
| All | +17.0% | -2.1% | +19.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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