-39.2%
ONON vs ROK
+29.3%
-68.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -26.7% | -3.3% | -23.4% | -25.9% |
| 3M | -25.3% | -5.9% | -19.4% | -24.3% |
| 6M | -35.3% | +13.9% | -49.1% | -41.5% |
| YTD | -39.8% | +12.6% | -52.4% | -45.1% |
| 1Y | -39.2% | +28.6% | -67.8% | -47.5% |
| All | -39.2% | +29.3% | -68.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling