+58.5%
ON vs RVTY
-32.1%
+90.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -2.8% |
| 7D | -2.2% | +0.4% | -2.5% | -2.4% |
| 30D | -12.4% | +10.8% | -23.3% | -18.5% |
| 3M | -41.2% | +26.8% | -68.0% | -50.7% |
| 6M | +25.0% | +39.3% | -14.3% | -4.3% |
| YTD | +31.3% | +31.6% | -0.3% | +3.4% |
| 1Y | +45.4% | +47.7% | -2.3% | +3.7% |
| 3Y | -27.4% | +19.9% | -47.3% | -39.8% |
| 5Y | +58.5% | -32.3% | +90.8% | +86.8% |
| All | +58.5% | -32.1% | +90.6% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling