+76.2%
BAC vs ONON
-24.2%
+100.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -5.3% | +5.1% | +0.5% |
| 30D | -1.8% | -13.1% | +11.4% | +0.2% |
| 3M | +15.3% | -29.3% | +44.6% | +20.3% |
| 6M | +30.2% | -34.5% | +64.7% | +36.8% |
| YTD | +15.6% | -42.2% | +57.8% | +23.6% |
| 1Y | +27.5% | -37.3% | +64.8% | +34.1% |
| 3Y | +137.0% | -9.3% | +146.3% | +130.9% |
| All | +76.2% | -24.2% | +100.3% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling