+207.2%
ON vs BAX
+142.7%
+64.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | +17.0% | +0.4% | +16.7% | +16.9% |
| 30D | -3.9% | +3.4% | -7.3% | -5.3% |
| 3M | -11.5% | -4.5% | -7.1% | -10.6% |
| 6M | -29.2% | +44.0% | -73.2% | -39.4% |
| YTD | +36.2% | +34.9% | +1.3% | +18.1% |
| 1Y | +49.6% | +37.9% | +11.7% | +28.6% |
| 3Y | +9.4% | -17.1% | +26.5% | +10.6% |
| 5Y | +25.8% | -64.3% | +90.1% | +68.4% |
| 10Y | +557.1% | -35.9% | +593.0% | +611.5% |
| All | +207.2% | +142.7% | +64.5% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling