+105.5%
ON vs BTDR
+19.6%
+85.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +8.1% |
| 7D | +2.4% | -3.4% | +5.8% | +2.7% |
| 30D | -8.6% | +32.6% | -41.2% | -11.6% |
| 3M | -34.3% | -32.2% | -2.1% | -32.5% |
| 6M | +28.5% | +52.4% | -23.8% | +21.5% |
| YTD | +40.6% | +6.7% | +33.9% | +36.2% |
| 1Y | +55.3% | -15.2% | +70.6% | +51.6% |
| 3Y | -22.2% | +14.9% | -37.1% | -31.8% |
| 5Y | +62.4% | +20.8% | +41.6% | +33.4% |
| All | +105.5% | +19.6% | +85.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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