+209.9%
ON vs RVTY
+505.3%
-295.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.4% | +1.1% | +1.3% | +1.7% |
| 30D | -3.3% | +13.2% | -16.5% | -10.3% |
| 3M | -43.6% | +27.2% | -70.8% | -51.4% |
| 6M | +19.0% | +32.4% | -13.5% | -1.8% |
| YTD | +37.4% | +34.9% | +2.5% | +11.2% |
| 1Y | +54.8% | +52.4% | +2.4% | +16.0% |
| 3Y | -25.2% | +12.3% | -37.5% | -32.5% |
| 5Y | +62.7% | -30.8% | +93.5% | +91.6% |
| 10Y | +574.3% | +150.7% | +423.7% | +300.2% |
| All | +209.9% | +505.3% | -295.4% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling