+46.0%
ON vs EIX
+13.6%
+32.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | -0.1% |
| 7D | -1.9% | +4.1% | -6.0% | -1.9% |
| 30D | -11.0% | -15.3% | +4.3% | -11.1% |
| 3M | -39.3% | -18.4% | -20.9% | -39.3% |
| 6M | +19.8% | -16.8% | +36.7% | +18.4% |
| YTD | +31.1% | -0.6% | +31.6% | +24.4% |
| 1Y | +46.0% | +10.7% | +35.3% | +31.8% |
| All | +46.0% | +13.6% | +32.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling