+184.5%
NOK vs EIX
-4.8%
+189.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | +9.3% | +4.1% | +5.3% | +8.9% |
| 30D | +17.9% | -15.3% | +33.2% | +19.4% |
| 3M | -22.3% | -18.4% | -3.9% | -21.3% |
| 6M | +36.4% | -16.8% | +53.2% | +37.4% |
| YTD | +66.3% | -0.6% | +66.9% | +62.4% |
| 1Y | +134.4% | +10.7% | +123.8% | +123.4% |
| All | +184.5% | -4.8% | +189.2% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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