+136.4%
BAC vs ONON
-10.5%
+147.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +0.6% | -3.5% | +4.1% | +1.1% |
| 30D | -1.4% | -30.8% | +29.4% | +3.5% |
| 3M | +15.7% | -29.8% | +45.6% | +20.9% |
| 6M | +32.2% | -34.8% | +67.0% | +39.0% |
| YTD | +15.8% | -42.3% | +58.0% | +24.1% |
| 1Y | +27.3% | -39.5% | +66.8% | +35.0% |
| All | +136.4% | -10.5% | +147.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling