-3.4%
BAC vs ON
+40.9%
-44.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.2% | -6.9% | +1.6% |
| 7D | +2.0% | -1.4% | +3.4% | +2.0% |
| 30D | -6.9% | -10.9% | +3.9% | -6.3% |
| 3M | -19.6% | -14.9% | -4.7% | -19.0% |
| 6M | -0.5% | -33.0% | +32.6% | 0.0% |
| YTD | -6.6% | +27.6% | -34.2% | -16.8% |
| All | -3.4% | +40.9% | -44.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling