+120.2%
ON vs ROIV
+287.3%
-167.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.6% | +8.4% |
| 7D | -1.4% | +13.3% | -14.7% | -3.5% |
| 30D | -10.9% | +14.8% | -25.6% | -13.0% |
| 3M | -14.9% | +11.9% | -26.8% | -17.1% |
| 6M | -33.0% | +42.4% | -75.4% | -37.6% |
| YTD | +27.6% | +87.4% | -59.8% | +12.5% |
| 1Y | +44.5% | +97.2% | -52.7% | +26.1% |
| 3Y | +7.4% | +375.7% | -368.3% | -19.2% |
| 5Y | +18.7% | +379.0% | -360.3% | -22.8% |
| All | +120.2% | +287.3% | -167.2% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling