+1,578.5%
NOK vs EIX
+1,247.6%
+330.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.5% |
| 7D | -1.8% | -19.1% | +17.3% | +2.3% |
| 30D | +4.7% | -16.9% | +21.6% | +8.2% |
| 3M | -39.7% | -20.0% | -19.6% | -37.3% |
| 6M | +23.1% | -21.3% | +44.4% | +28.2% |
| YTD | +55.0% | -1.7% | +56.7% | +52.4% |
| 1Y | +118.0% | +9.6% | +108.5% | +107.7% |
| 3Y | +170.5% | -3.7% | +174.2% | +162.1% |
| 5Y | +84.9% | +22.6% | +62.3% | +67.3% |
| 10Y | +112.0% | +17.7% | +94.3% | +85.7% |
| All | +1,578.5% | +1,247.6% | +330.9% | +909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling