+54.8%
ON vs BTI
+5.0%
+49.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.7% |
| 7D | +2.4% | -1.4% | +3.8% | +2.0% |
| 30D | -3.3% | -6.6% | +3.3% | -4.9% |
| 3M | -43.6% | -3.0% | -40.6% | -44.3% |
| 6M | +19.0% | -6.7% | +25.6% | +17.5% |
| YTD | +37.4% | +0.6% | +36.8% | +38.4% |
| 1Y | +54.8% | +5.6% | +49.2% | +67.8% |
| All | +54.8% | +5.0% | +49.8% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling