-24.5%
ON vs EIX
-3.4%
-21.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +2.4% | -19.1% | +21.5% | +5.6% |
| 30D | -3.3% | -16.9% | +13.6% | -1.2% |
| 3M | -43.6% | -20.0% | -23.6% | -42.1% |
| 6M | +19.0% | -21.3% | +40.3% | +22.4% |
| YTD | +37.4% | -1.7% | +39.1% | +32.3% |
| 1Y | +54.8% | +9.6% | +45.2% | +43.9% |
| All | -24.5% | -3.4% | -21.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling