+3.7%
ON vs BTSG
+406.1%
-402.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +2.4% | +2.7% | -0.3% | +1.6% |
| 30D | -3.3% | -3.6% | +0.3% | -2.5% |
| 3M | -43.6% | +5.8% | -49.4% | -44.8% |
| 6M | +19.0% | +44.7% | -25.8% | +6.6% |
| YTD | +37.4% | +62.2% | -24.8% | +19.2% |
| 1Y | +54.8% | +152.1% | -97.3% | +18.7% |
| All | +3.7% | +406.1% | -402.4% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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