+20.0%
ON vs BTDR
-44.0%
+64.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.6% | +5.0% | -2.6% |
| 7D | +12.2% | -6.9% | +19.1% | +13.1% |
| 30D | -3.1% | -31.5% | +28.4% | +0.8% |
| 3M | -12.9% | -36.1% | +23.2% | -9.1% |
| 6M | -38.6% | -57.6% | +19.1% | -33.7% |
| YTD | +31.2% | -50.0% | +81.3% | +37.6% |
| 1Y | +47.6% | -49.6% | +97.2% | +54.3% |
| 3Y | +6.6% | +48.5% | -41.9% | -0.1% |
| All | +20.0% | -44.0% | +64.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling