-10.8%
BA vs ON
+4.3%
-15.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.7% | -2.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -9.5% | -10.9% | +1.4% | -7.9% |
| 3M | -26.5% | -14.9% | -11.6% | -24.8% |
| 6M | -27.4% | -33.0% | +5.7% | -24.2% |
| YTD | -20.6% | +27.6% | -48.2% | -29.9% |
| 1Y | -11.4% | +44.5% | -55.9% | -24.3% |
| 3Y | -10.8% | +7.4% | -18.2% | -22.0% |
| All | -10.8% | +4.3% | -15.1% | -22.0% |
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