+591.8%
ON vs BAH
+186.6%
+405.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -11.0% | -6.6% | -4.4% | -9.6% |
| 3M | -39.3% | -7.2% | -32.2% | -38.6% |
| 6M | +19.8% | -10.0% | +29.8% | +21.4% |
| YTD | +31.1% | -12.5% | +43.5% | +32.1% |
| 1Y | +46.0% | -27.9% | +73.9% | +56.4% |
| 3Y | -27.5% | -31.4% | +3.9% | -25.3% |
| 5Y | +56.9% | -3.2% | +60.1% | +36.7% |
| 10Y | +591.8% | +191.5% | +400.4% | +299.2% |
| All | +591.8% | +186.6% | +405.2% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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