-1.5%
BAC vs ONON
+8.5%
-10.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +3.5% |
| 7D | +1.5% | +20.9% | -19.4% | 0.0% |
| 30D | -4.4% | +21.1% | -25.5% | -5.9% |
| 3M | -17.5% | +2.7% | -20.2% | -17.6% |
| 6M | -0.1% | +12.6% | -12.7% | -1.9% |
| YTD | -4.6% | -16.9% | +12.3% | -2.2% |
| 1Y | -1.5% | +6.7% | -8.2% | -1.7% |
| All | -1.5% | +8.5% | -10.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling