+18.0%
BAC vs ON
+5.6%
+12.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | -11.7% | +10.5% | +0.8% |
| 30D | -7.7% | -23.3% | +15.6% | -3.7% |
| 3M | -21.2% | -19.2% | -2.0% | -18.7% |
| 6M | -6.8% | -40.1% | +33.3% | -1.3% |
| YTD | -8.7% | +16.9% | -25.6% | -16.1% |
| 1Y | -5.3% | +29.7% | -35.0% | -15.0% |
| 3Y | +87.4% | -4.4% | +91.9% | +68.4% |
| All | +18.0% | +5.6% | +12.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling