-24.5%
ON vs BAH
-32.4%
+7.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | +2.4% | -3.2% | +5.7% | +2.5% |
| 30D | -3.3% | +2.0% | -5.3% | -3.3% |
| 3M | -43.6% | -7.6% | -35.9% | -42.5% |
| 6M | +19.0% | -5.7% | +24.6% | +20.5% |
| YTD | +37.4% | -11.7% | +49.1% | +39.5% |
| 1Y | +54.8% | -27.4% | +82.1% | +62.7% |
| All | -24.5% | -32.4% | +7.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling