+76.5%
BAC vs ONON
-20.9%
+97.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | -0.4% | -26.7% | +26.3% | +3.7% |
| 3M | +16.9% | -25.3% | +42.2% | +21.0% |
| 6M | +26.6% | -35.3% | +61.9% | +33.3% |
| YTD | +15.8% | -39.8% | +55.6% | +23.1% |
| 1Y | +27.2% | -39.2% | +66.4% | +34.4% |
| 3Y | +132.4% | -4.2% | +136.6% | +124.6% |
| All | +76.5% | -20.9% | +97.4% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling