+29.7%
OMC vs EIX
+24.3%
+5.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.7% |
| 7D | -4.2% | +4.1% | -8.3% | -5.2% |
| 30D | -7.5% | -15.3% | +7.8% | -4.8% |
| 3M | +4.6% | -18.4% | +23.1% | +8.6% |
| 6M | -4.8% | -16.8% | +12.0% | -2.0% |
| YTD | -1.0% | -0.6% | -0.5% | -3.2% |
| 1Y | +3.8% | +10.7% | -6.8% | -1.5% |
| 3Y | +10.2% | -4.5% | +14.7% | +6.4% |
| 5Y | +29.7% | +24.0% | +5.7% | +18.1% |
| All | +29.7% | +24.3% | +5.4% | +18.1% |
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