+228.5%
ON vs RVMD
+510.7%
-282.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.0% |
| 7D | +12.2% | -10.4% | +22.6% | +15.6% |
| 30D | -3.1% | -11.0% | +7.8% | -0.1% |
| 3M | -12.9% | -14.7% | +1.8% | -9.3% |
| 6M | -38.6% | +14.9% | -53.5% | -41.3% |
| YTD | +31.2% | +116.3% | -85.1% | -0.3% |
| 1Y | +47.6% | +167.6% | -120.0% | +5.1% |
| 3Y | +6.6% | +776.8% | -770.2% | -48.2% |
| 5Y | +21.3% | +424.8% | -403.5% | -41.2% |
| All | +228.5% | +510.7% | -282.2% | +14.0% |
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 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