-4.6%
BA vs ON
-25.0%
+20.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.2% | +2.4% | -1.3% | +0.7% |
| 30D | -11.6% | -3.3% | -8.3% | -11.2% |
| 3M | -2.4% | -43.6% | +41.2% | +7.0% |
| 6M | -6.6% | +19.0% | -25.6% | -13.9% |
| YTD | -2.2% | +37.4% | -39.6% | -13.0% |
| 1Y | -8.0% | +54.8% | -62.8% | -20.8% |
| All | -4.6% | -25.0% | +20.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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