+100.7%
ON vs BTDR
+23.8%
+76.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | +0.6% |
| 7D | +2.4% | +20.0% | -17.5% | +0.4% |
| 30D | -3.3% | +11.9% | -15.2% | -5.0% |
| 3M | -43.6% | -36.9% | -6.6% | -41.6% |
| 6M | +19.0% | +56.5% | -37.6% | +12.2% |
| YTD | +37.4% | +10.4% | +26.9% | +32.5% |
| 1Y | +54.8% | +3.1% | +51.7% | +48.3% |
| 3Y | -25.2% | -2.6% | -22.6% | -34.4% |
| 5Y | +62.7% | +25.2% | +37.5% | +33.1% |
| All | +100.7% | +23.8% | +76.9% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling