+206.8%
ON vs RVTY
+635.9%
-429.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.1% |
| 7D | +3.3% | -0.7% | +4.1% | +4.1% |
| 30D | -3.1% | +1.7% | -4.9% | -3.9% |
| 3M | -9.2% | +36.8% | -46.0% | -25.1% |
| 6M | -31.4% | +60.1% | -91.5% | -49.0% |
| YTD | +36.0% | +64.0% | -28.0% | -2.4% |
| 1Y | +52.0% | +68.2% | -16.2% | +7.1% |
| 3Y | +9.3% | +88.8% | -79.5% | -28.2% |
| 5Y | +26.5% | -10.5% | +37.0% | +27.7% |
| 10Y | +556.1% | +219.7% | +336.5% | +236.7% |
| All | +206.8% | +635.9% | -429.2% | -14.2% |
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