-22.1%
ONON vs RVTY
-29.8%
+7.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.4% |
| 7D | -1.7% | +0.4% | -2.0% | -1.9% |
| 30D | -27.4% | +10.8% | -38.2% | -31.3% |
| 3M | -26.5% | +26.8% | -53.3% | -35.5% |
| 6M | -34.2% | +39.3% | -73.6% | -45.6% |
| YTD | -41.3% | +31.6% | -72.9% | -50.4% |
| 1Y | -39.7% | +47.7% | -87.4% | -52.6% |
| 3Y | -7.8% | +19.9% | -27.8% | -23.8% |
| All | -22.1% | -29.8% | +7.8% | +12.5% |
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