+2.2%
ONON vs BTSG
+416.6%
-414.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.5% | +2.9% | -6.3% | -4.2% |
| 30D | -30.8% | +0.9% | -31.7% | -30.8% |
| 3M | -29.8% | +1.6% | -31.5% | -30.7% |
| 6M | -34.8% | +46.8% | -81.6% | -41.8% |
| YTD | -42.3% | +65.5% | -107.8% | -50.1% |
| 1Y | -39.5% | +136.2% | -175.8% | -52.8% |
| All | +2.2% | +416.6% | -414.3% | -33.7% |
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