+46.0%
ON vs RVTY
+43.7%
+2.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | -1.9% | -5.4% | +3.5% | -0.4% |
| 30D | -11.0% | +6.7% | -17.8% | -12.5% |
| 3M | -39.3% | +19.0% | -58.3% | -42.3% |
| 6M | +19.8% | +34.6% | -14.8% | +8.1% |
| YTD | +31.1% | +28.3% | +2.8% | +18.8% |
| 1Y | +46.0% | +46.0% | -0.1% | +22.1% |
| All | +46.0% | +43.7% | +2.3% | +22.1% |
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