+243.9%
ON vs RVMD
+644.5%
-400.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.4% | +1.0% | +1.4% | +2.1% |
| 30D | -3.3% | +6.4% | -9.7% | -5.0% |
| 3M | -43.6% | +34.9% | -78.5% | -48.1% |
| 6M | +19.0% | +107.6% | -88.6% | -6.0% |
| YTD | +37.4% | +163.7% | -126.3% | -1.0% |
| 1Y | +54.8% | +439.2% | -384.4% | -10.8% |
| 3Y | -25.2% | +499.2% | -524.4% | -60.9% |
| 5Y | +62.7% | +621.7% | -559.0% | -28.5% |
| All | +243.9% | +644.5% | -400.6% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling