+1,174.9%
EIX vs DOC
+2,934.4%
-1,759.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.2% |
| 7D | +4.5% | +8.7% | -4.2% | +2.0% |
| 30D | +15.2% | +7.6% | +7.6% | +12.7% |
| 3M | -11.6% | -5.3% | -6.3% | -10.3% |
| 6M | -8.4% | +27.6% | -36.0% | -15.3% |
| YTD | +8.2% | +32.4% | -24.2% | -1.4% |
| 1Y | +16.6% | +22.9% | -6.3% | +8.6% |
| 3Y | +12.0% | +43.1% | -31.1% | -1.1% |
| 5Y | +24.1% | -21.4% | +45.5% | +29.3% |
| 10Y | +34.9% | +16.8% | +18.1% | +23.5% |
| All | +1,174.9% | +2,934.4% | -1,759.5% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling