+47.6%
ON vs RVTY
+74.0%
-26.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.4% |
| 7D | -5.8% | -3.6% | -2.2% | -5.2% |
| 30D | -17.1% | +1.4% | -18.5% | -17.3% |
| 3M | -11.8% | +43.2% | -55.0% | -17.7% |
| 6M | -30.2% | +84.5% | -114.7% | -38.7% |
| YTD | +31.6% | +65.2% | -33.6% | +16.3% |
| 1Y | +47.6% | +74.3% | -26.8% | +27.9% |
| All | +47.6% | +74.0% | -26.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling