+163.8%
ON vs EIX
+620.5%
-456.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -11.7% | +1.0% | -12.7% | -12.0% |
| 30D | -23.3% | +9.1% | -32.4% | -25.4% |
| 3M | -19.2% | -10.2% | -8.9% | -18.2% |
| 6M | -40.1% | -11.2% | -28.9% | -39.6% |
| YTD | +16.9% | +4.5% | +12.4% | +11.8% |
| 1Y | +29.7% | +10.9% | +18.9% | +21.5% |
| 3Y | -4.4% | +8.4% | -12.8% | -11.7% |
| 5Y | +7.1% | +18.0% | -10.9% | -4.4% |
| 10Y | +447.2% | +30.3% | +416.9% | +356.9% |
| All | +163.8% | +620.5% | -456.7% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling