+629.3%
ON vs BTG
+159.3%
+470.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.4% | -3.8% | +6.1% | +3.0% |
| 30D | -8.6% | +3.6% | -12.3% | -9.3% |
| 3M | -34.3% | +32.0% | -66.4% | -37.7% |
| 6M | +28.5% | +3.4% | +25.2% | +26.4% |
| YTD | +40.6% | +20.8% | +19.8% | +34.3% |
| 1Y | +55.3% | +22.4% | +32.9% | +47.4% |
| 3Y | -22.2% | +91.7% | -113.9% | -32.8% |
| 5Y | +62.4% | +79.0% | -16.6% | +39.6% |
| All | +629.3% | +159.3% | +470.0% | +538.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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