+696.4%
ON vs BAH
+1,056.2%
-359.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.7% |
| 7D | -11.7% | -3.5% | -8.1% | -10.9% |
| 30D | -23.3% | +24.3% | -47.5% | -28.2% |
| 3M | -19.2% | +16.3% | -35.5% | -23.2% |
| 6M | -40.1% | +13.6% | -53.7% | -43.7% |
| YTD | +16.9% | +3.5% | +13.4% | +11.3% |
| 1Y | +29.7% | +2.7% | +27.0% | +23.4% |
| 3Y | -4.4% | -26.6% | +22.2% | -2.1% |
| 5Y | +7.1% | +8.5% | -1.5% | -7.9% |
| 10Y | +447.2% | +225.1% | +222.1% | +196.8% |
| All | +696.4% | +1,056.2% | -359.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling