-27.5%
ON vs RVMD
+549.6%
-577.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | -11.0% | +0.3% | -11.4% | -11.1% |
| 3M | -39.3% | +38.9% | -78.2% | -43.3% |
| 6M | +19.8% | +108.1% | -88.3% | +0.8% |
| YTD | +31.1% | +160.7% | -129.7% | +2.9% |
| 1Y | +46.0% | +407.3% | -361.3% | -4.1% |
| All | -27.5% | +549.6% | -577.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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