+101.7%
ON vs ROIV
+270.3%
-168.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.6% |
| 7D | -11.7% | +5.3% | -17.0% | -12.5% |
| 30D | -23.3% | +11.9% | -35.2% | -24.8% |
| 3M | -19.2% | +10.7% | -29.9% | -21.2% |
| 6M | -40.1% | +34.9% | -75.1% | -43.7% |
| YTD | +16.9% | +79.2% | -62.3% | +3.8% |
| 1Y | +29.7% | +89.0% | -59.3% | +14.0% |
| 3Y | -4.4% | +337.3% | -341.8% | -27.2% |
| 5Y | +7.1% | +402.3% | -395.3% | -29.7% |
| All | +101.7% | +270.3% | -168.6% | +46.6% |
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