+290.1%
BAC vs ON
+154.5%
+135.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | -11.7% | +10.5% | +1.4% |
| 30D | -7.7% | -23.3% | +15.6% | -2.5% |
| 3M | -21.2% | -19.2% | -2.0% | -18.1% |
| 6M | -6.8% | -40.1% | +33.3% | +0.5% |
| YTD | -8.7% | +16.9% | -25.6% | -16.0% |
| 1Y | -5.3% | +29.7% | -35.0% | -15.1% |
| 3Y | +87.4% | -4.4% | +91.9% | +70.3% |
| 5Y | +18.9% | +7.1% | +11.8% | -0.1% |
| 10Y | +273.3% | +447.2% | -173.9% | +104.3% |
| All | +290.1% | +154.5% | +135.6% | +90.9% |
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