+31.8%
OMC vs EIX
+21.5%
+10.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -6.2% | +0.8% | -7.0% | -6.5% |
| 30D | -7.6% | -18.8% | +11.2% | -2.9% |
| 3M | +7.4% | -19.7% | +27.1% | +12.9% |
| 6M | +0.1% | -18.2% | +18.4% | +4.4% |
| YTD | +0.4% | -1.7% | +2.2% | -1.5% |
| 1Y | +7.8% | +7.8% | 0.0% | +2.4% |
| 3Y | +11.8% | -5.6% | +17.5% | +8.5% |
| 5Y | +32.5% | +23.7% | +8.8% | +15.0% |
| All | +31.8% | +21.5% | +10.3% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling