-23.3%
ONON vs RVMD
+605.2%
-628.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.5% | -0.7% | -2.7% | -3.3% |
| 30D | -30.8% | +0.3% | -31.1% | -30.9% |
| 3M | -29.8% | +38.9% | -68.7% | -35.1% |
| 6M | -34.8% | +108.1% | -142.9% | -46.1% |
| YTD | -42.3% | +160.7% | -203.0% | -55.8% |
| 1Y | -39.5% | +407.3% | -446.8% | -61.4% |
| 3Y | -9.3% | +546.6% | -555.9% | -49.4% |
| All | -23.3% | +605.2% | -628.5% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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