+535.7%
ON vs RVTY
+212.9%
+322.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.5% |
| 7D | -4.1% | -2.7% | -1.4% | -1.8% |
| 30D | -10.2% | +3.2% | -13.5% | -12.1% |
| 3M | -12.7% | +37.2% | -49.9% | -32.0% |
| 6M | -32.5% | +57.7% | -90.2% | -53.6% |
| YTD | +28.6% | +64.8% | -36.3% | -17.3% |
| 1Y | +43.4% | +72.8% | -29.4% | -11.8% |
| 3Y | +3.3% | +89.8% | -86.5% | -42.8% |
| 5Y | +22.5% | -8.4% | +31.0% | +20.9% |
| 10Y | +535.7% | +219.5% | +316.2% | +108.8% |
| All | +535.7% | +212.9% | +322.8% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling