-21.7%
ONON vs BTI
+117.5%
-139.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.6% | -1.1% | -10.5% | -11.4% |
| 3M | -30.1% | -8.8% | -21.3% | -28.7% |
| 6M | -30.5% | -4.0% | -26.6% | -30.0% |
| YTD | -41.0% | +0.4% | -41.4% | -41.3% |
| 1Y | -36.7% | +1.9% | -38.6% | -37.3% |
| 3Y | -8.6% | +108.5% | -117.1% | -31.2% |
| All | -21.7% | +117.5% | -139.2% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling