-3.9%
ONON vs BAH
+20.0%
-23.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | -10.0% | +1.7% | -11.7% | -10.2% |
| 30D | -5.3% | +20.8% | -26.1% | -8.1% |
| 3M | +6.5% | +11.6% | -5.1% | +4.4% |
| 6M | -5.0% | +23.1% | -28.1% | -8.7% |
| YTD | -27.6% | +5.3% | -32.9% | -29.2% |
| 1Y | -20.7% | +6.1% | -26.8% | -22.7% |
| 3Y | +26.6% | -27.5% | +54.1% | +28.2% |
| 5Y | -9.6% | +6.2% | -15.8% | -25.1% |
| All | -3.9% | +20.0% | -23.9% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling