+3.3%
ON vs RVTY
+91.6%
-88.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | -4.1% | -2.7% | -1.4% | -2.4% |
| 30D | -10.2% | +3.2% | -13.5% | -11.6% |
| 3M | -12.7% | +37.2% | -49.9% | -27.7% |
| 6M | -32.5% | +57.7% | -90.2% | -49.3% |
| YTD | +28.6% | +64.8% | -36.3% | -8.7% |
| 1Y | +43.4% | +72.8% | -29.4% | -2.4% |
| 3Y | +3.3% | +89.8% | -86.5% | -32.7% |
| All | +3.3% | +91.6% | -88.3% | -32.7% |
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