+20.3%
EIX vs ONTO
+658.6%
-638.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.2% |
| 7D | -19.1% | -1.0% | -18.1% | -19.0% |
| 30D | -16.9% | -2.9% | -14.0% | -16.9% |
| 3M | -20.0% | -2.5% | -17.5% | -21.1% |
| 6M | -21.3% | +28.2% | -49.5% | -25.2% |
| YTD | -1.7% | +69.8% | -71.5% | -9.8% |
| 1Y | +9.6% | +162.9% | -153.3% | -5.2% |
| 3Y | -3.7% | +95.9% | -99.6% | -19.7% |
| 5Y | +22.6% | +244.5% | -221.9% | -13.7% |
| All | +20.3% | +658.6% | -638.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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