-27.4%
ON vs RVTY
+16.6%
-44.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -2.9% |
| 7D | -2.2% | +0.4% | -2.5% | -2.4% |
| 30D | -12.4% | +10.8% | -23.3% | -18.2% |
| 3M | -41.2% | +26.8% | -68.0% | -50.3% |
| 6M | +25.0% | +39.3% | -14.3% | -3.3% |
| YTD | +31.3% | +31.6% | -0.3% | +4.2% |
| 1Y | +45.4% | +47.7% | -2.3% | +3.9% |
| 3Y | -27.4% | +19.9% | -47.3% | -40.5% |
| All | -27.4% | +16.6% | -44.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling