+47.6%
ON vs ROIV
+97.8%
-50.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -7.9% | -2.6% |
| 7D | -5.8% | +3.0% | -8.8% | -6.2% |
| 30D | -17.1% | +6.8% | -23.9% | -17.8% |
| 3M | -11.8% | +10.5% | -22.3% | -13.7% |
| 6M | -30.2% | +34.8% | -65.0% | -33.8% |
| YTD | +31.6% | +76.2% | -44.6% | +18.7% |
| 1Y | +47.6% | +92.4% | -44.8% | +25.5% |
| All | +47.6% | +97.8% | -50.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling