+10.5%
ON vs ROIV
+384.4%
-373.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.2% |
| 7D | +3.3% | +9.5% | -6.1% | +0.4% |
| 30D | -3.1% | +21.0% | -24.1% | -9.1% |
| 3M | -9.2% | +18.7% | -28.0% | -15.7% |
| 6M | -31.4% | +44.5% | -75.9% | -41.4% |
| YTD | +36.0% | +92.9% | -56.9% | +0.4% |
| 1Y | +52.0% | +100.2% | -48.2% | +9.5% |
| All | +10.5% | +384.4% | -373.9% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling