+721.9%
ON vs BTG
+392.0%
+329.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | -3.3% | +36.8% | -40.1% | -7.0% |
| 3M | -43.6% | +23.1% | -66.7% | -45.1% |
| 6M | +19.0% | +3.5% | +15.5% | +17.6% |
| YTD | +37.4% | +25.5% | +11.9% | +32.6% |
| 1Y | +54.8% | +40.1% | +14.7% | +47.2% |
| 3Y | -25.2% | +101.1% | -126.3% | -32.6% |
| 5Y | +62.7% | +70.6% | -7.9% | +47.5% |
| 10Y | +574.3% | +152.1% | +422.2% | +470.6% |
| All | +721.9% | +392.0% | +329.9% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling