+20.0%
ON vs RVMD
+425.4%
-405.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.1% |
| 7D | +12.2% | -10.4% | +22.6% | +15.1% |
| 30D | -3.1% | -11.0% | +7.8% | -0.5% |
| 3M | -12.9% | -14.7% | +1.8% | -9.7% |
| 6M | -38.6% | +14.9% | -53.5% | -40.9% |
| YTD | +31.2% | +116.3% | -85.1% | +3.5% |
| 1Y | +47.6% | +167.6% | -120.0% | +9.9% |
| 3Y | +6.6% | +776.8% | -770.2% | -42.8% |
| All | +20.0% | +425.4% | -405.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling