+49.6%
ON vs RVMD
+560.0%
-510.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.6% |
| 7D | -4.7% | -3.6% | -1.2% | -3.9% |
| 30D | -13.5% | -1.1% | -12.4% | -13.3% |
| 3M | -36.3% | +41.0% | -77.3% | -41.5% |
| 6M | +17.8% | +105.7% | -87.9% | -4.0% |
| YTD | +29.6% | +155.3% | -125.7% | -2.2% |
| 1Y | +45.8% | +402.7% | -356.9% | -9.3% |
| 3Y | -28.3% | +533.1% | -561.4% | -60.2% |
| 5Y | +49.6% | +583.5% | -533.9% | -27.0% |
| All | +49.6% | +560.0% | -510.4% | -27.0% |
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