-27.4%
ON vs BAX
-32.5%
+5.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.7% | -3.2% |
| 7D | -2.2% | -2.4% | +0.3% | -1.4% |
| 30D | -12.4% | -9.7% | -2.7% | -9.6% |
| 3M | -41.2% | +29.3% | -70.5% | -47.2% |
| 6M | +25.0% | +40.7% | -15.7% | +7.8% |
| YTD | +31.3% | +30.3% | +1.0% | +15.2% |
| 1Y | +45.4% | +3.4% | +42.0% | +39.1% |
| 3Y | -27.4% | -32.0% | +4.6% | -21.9% |
| All | -27.4% | -32.5% | +5.1% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling