+523.3%
ON vs BAH
+198.8%
+324.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | +12.2% | +1.7% | +10.5% | +11.8% |
| 30D | -3.1% | +20.8% | -23.9% | -7.5% |
| 3M | -12.9% | +11.6% | -24.4% | -15.5% |
| 6M | -38.6% | +23.1% | -61.7% | -42.6% |
| YTD | +31.2% | +5.3% | +26.0% | +26.0% |
| 1Y | +47.6% | +6.1% | +41.5% | +40.9% |
| 3Y | +6.6% | -27.5% | +34.1% | +10.8% |
| 5Y | +21.3% | +6.2% | +15.1% | +4.5% |
| All | +523.3% | +198.8% | +324.6% | +224.0% |
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