+36.4%
EIX vs DUOL
+16.9%
+19.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.2% |
| 7D | +1.4% | +3.0% | -1.7% | +1.3% |
| 30D | +8.5% | +18.3% | -9.8% | +8.0% |
| 3M | -13.5% | +14.7% | -28.2% | -13.9% |
| 6M | -12.4% | +57.5% | -69.8% | -13.3% |
| YTD | +5.9% | -5.8% | +11.7% | +5.9% |
| 1Y | +7.6% | -11.4% | +19.0% | +7.7% |
| 3Y | +12.8% | -22.5% | +35.3% | +11.9% |
| 5Y | +19.2% | +6.6% | +12.6% | +12.2% |
| All | +36.4% | +16.9% | +19.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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