+50.4%
OMC vs EIX
+18.0%
+32.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +10.6% | +8.1% | +2.5% | +8.6% |
| 3M | +2.6% | -12.1% | +14.7% | +4.7% |
| 6M | +16.6% | -13.4% | +30.0% | +19.2% |
| YTD | +10.9% | +5.6% | +5.3% | +6.8% |
| 1Y | +22.1% | +7.8% | +14.2% | +16.8% |
| 3Y | +27.5% | +9.8% | +17.6% | +18.2% |
| All | +50.4% | +18.0% | +32.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling