-18.5%
BA vs ONON
-1.9%
-16.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.4% | -10.1% | +8.7% | +0.8% |
| 30D | -7.9% | -1.8% | -6.1% | -7.7% |
| 3M | -25.2% | +12.3% | -37.5% | -27.2% |
| 6M | -26.7% | +2.0% | -28.7% | -27.9% |
| YTD | -19.6% | -25.3% | +5.7% | -16.1% |
| 1Y | -10.6% | -1.3% | -9.3% | -12.7% |
| 3Y | -11.2% | +29.0% | -40.3% | -20.0% |
| 5Y | -20.4% | -6.2% | -14.2% | -31.4% |
| All | -18.5% | -1.9% | -16.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling