+209.9%
ON vs EIX
+577.8%
-367.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +2.4% | -19.1% | +21.5% | +7.7% |
| 30D | -3.3% | -16.9% | +13.6% | +0.6% |
| 3M | -43.6% | -20.0% | -23.6% | -40.9% |
| 6M | +19.0% | -21.3% | +40.3% | +25.1% |
| YTD | +37.4% | -1.7% | +39.1% | +34.2% |
| 1Y | +54.8% | +9.6% | +45.2% | +45.6% |
| 3Y | -25.2% | -3.7% | -21.5% | -28.1% |
| 5Y | +62.7% | +22.6% | +40.1% | +43.8% |
| 10Y | +574.3% | +17.7% | +556.7% | +482.7% |
| All | +209.9% | +577.8% | -367.9% | +56.9% |
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