-21.7%
ONON vs BTG
+71.5%
-93.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.1% | -3.8% | +1.7% | -1.4% |
| 30D | -11.6% | +3.6% | -15.2% | -12.4% |
| 3M | -30.1% | +32.0% | -62.1% | -34.5% |
| 6M | -30.5% | +3.4% | -33.9% | -32.1% |
| YTD | -41.0% | +20.8% | -61.8% | -44.9% |
| 1Y | -36.7% | +22.4% | -59.1% | -41.8% |
| 3Y | -8.6% | +91.7% | -100.3% | -27.9% |
| All | -21.7% | +71.5% | -93.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling