+43.4%
ON vs EIX
+11.3%
+32.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +1.0% | -5.1% | -4.1% |
| 30D | -10.2% | +8.9% | -19.1% | -9.9% |
| 3M | -12.7% | -9.8% | -3.0% | -12.7% |
| 6M | -32.5% | -10.2% | -22.3% | -33.4% |
| YTD | +28.6% | +5.9% | +22.6% | +24.8% |
| 1Y | +43.4% | +10.9% | +32.5% | +41.7% |
| All | +43.4% | +11.3% | +32.1% | +41.7% |
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 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