+394.8%
BAC vs ON
+199.0%
+195.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -0.4% | -3.3% | +2.9% | +0.2% |
| 3M | +16.9% | -43.6% | +60.5% | +29.5% |
| 6M | +26.6% | +19.0% | +7.7% | +17.4% |
| YTD | +15.8% | +37.4% | -21.6% | +3.5% |
| 1Y | +27.2% | +54.8% | -27.6% | +9.8% |
| 3Y | +132.4% | -25.2% | +157.6% | +122.7% |
| 5Y | +72.6% | +62.7% | +9.9% | +32.4% |
| 10Y | +389.7% | +574.3% | -184.6% | +157.7% |
| All | +394.8% | +199.0% | +195.8% | +135.4% |
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