+602.0%
BA vs ON
+153.3%
+448.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.0% | -0.4% |
| 7D | -0.1% | -16.3% | +16.2% | +3.1% |
| 30D | -9.1% | -27.0% | +17.9% | -4.0% |
| 3M | -28.2% | -18.1% | -10.1% | -26.0% |
| 6M | -23.1% | -38.6% | +15.5% | -18.0% |
| YTD | -20.6% | +16.4% | -36.9% | -25.7% |
| 1Y | -12.7% | +25.8% | -38.5% | -19.8% |
| 3Y | -11.6% | -7.7% | -3.9% | -17.0% |
| 5Y | -23.1% | +6.6% | -29.7% | -32.0% |
| 10Y | +34.4% | +444.6% | -410.2% | -11.2% |
| All | +602.0% | +153.3% | +448.7% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling