-23.3%
ONON vs BAH
+4.6%
-27.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.7% |
| 7D | -5.3% | +2.4% | -7.8% | -5.7% |
| 30D | -13.1% | -2.9% | -10.2% | -12.7% |
| 3M | -29.3% | -1.3% | -28.0% | -29.4% |
| 6M | -34.5% | -0.9% | -33.7% | -35.0% |
| YTD | -42.2% | -8.2% | -34.0% | -42.2% |
| 1Y | -37.3% | -24.0% | -13.4% | -35.0% |
| 3Y | -9.3% | -28.1% | +18.8% | -10.4% |
| All | -23.3% | +4.6% | -27.9% | -32.8% |
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