+139.4%
BAC vs ON
-23.7%
+163.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | -0.4% | -3.3% | +2.9% | -0.1% |
| 3M | +16.9% | -43.6% | +60.5% | +24.1% |
| 6M | +26.6% | +19.0% | +7.7% | +19.1% |
| YTD | +15.8% | +37.4% | -21.6% | +6.0% |
| 1Y | +27.2% | +54.8% | -27.6% | +13.6% |
| All | +139.4% | -23.7% | +163.1% | +121.8% |
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