+572.1%
ON vs BAX
-37.2%
+609.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -4.7% | -5.4% | +0.7% | -2.6% |
| 30D | -13.5% | -12.4% | -1.1% | -9.0% |
| 3M | -36.3% | +19.1% | -55.4% | -41.7% |
| 6M | +17.8% | +38.6% | -20.9% | +0.2% |
| YTD | +29.6% | +26.7% | +2.9% | +13.2% |
| 1Y | +45.8% | +1.0% | +44.8% | +39.4% |
| 3Y | -28.3% | -33.9% | +5.5% | -20.0% |
| 5Y | +49.6% | -67.0% | +116.7% | +127.5% |
| All | +572.1% | -37.2% | +609.3% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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