+299.0%
BAC vs ON
+177.8%
+121.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.2% | -6.9% | +0.3% |
| 7D | +2.0% | -1.4% | +3.4% | +2.1% |
| 30D | -6.9% | -10.9% | +3.9% | -4.9% |
| 3M | -19.6% | -14.9% | -4.7% | -17.4% |
| 6M | -0.5% | -33.0% | +32.6% | +4.8% |
| YTD | -6.6% | +27.6% | -34.2% | -15.8% |
| 1Y | -3.0% | +44.5% | -47.4% | -15.0% |
| 3Y | +97.3% | +7.4% | +89.9% | +74.7% |
| 5Y | +21.9% | +18.7% | +3.1% | 0.0% |
| 10Y | +251.7% | +516.0% | -264.3% | +87.6% |
| All | +299.0% | +177.8% | +121.2% | +91.5% |
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