+206.8%
ON vs EIX
+627.2%
-420.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +5.9% |
| 7D | +3.3% | -2.5% | +5.9% | +4.2% |
| 30D | -3.1% | +7.7% | -10.8% | -5.3% |
| 3M | -9.2% | -12.9% | +3.6% | -7.3% |
| 6M | -31.4% | -12.7% | -18.7% | -30.3% |
| YTD | +36.0% | +5.5% | +30.5% | +29.6% |
| 1Y | +52.0% | +9.4% | +42.6% | +43.0% |
| 3Y | +9.3% | +9.7% | -0.4% | +0.6% |
| 5Y | +26.5% | +16.9% | +9.6% | +13.3% |
| 10Y | +556.1% | +34.3% | +521.9% | +443.3% |
| All | +206.8% | +627.2% | -420.4% | +51.5% |
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