-21.7%
ONON vs BTDR
+21.7%
-43.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.9% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | -11.6% | +32.6% | -44.2% | -13.0% |
| 3M | -30.1% | -32.2% | +2.1% | -29.2% |
| 6M | -30.5% | +52.4% | -82.9% | -32.8% |
| YTD | -41.0% | +6.7% | -47.7% | -42.3% |
| 1Y | -36.7% | -15.2% | -21.5% | -38.2% |
| 3Y | -8.6% | +14.9% | -23.5% | -14.2% |
| All | -21.7% | +21.7% | -43.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling