+137.0%
ON vs ROIV
+232.7%
-95.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -3.3% | +1.0% | -4.2% | -3.5% |
| 3M | -43.6% | +18.3% | -61.9% | -45.2% |
| 6M | +19.0% | +18.3% | +0.6% | +15.1% |
| YTD | +37.4% | +61.0% | -23.6% | +25.2% |
| 1Y | +54.8% | +177.9% | -123.1% | +27.6% |
| 3Y | -25.2% | +199.1% | -224.2% | -40.0% |
| 5Y | +62.7% | +250.7% | -188.0% | +17.1% |
| All | +137.0% | +232.7% | -95.7% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling