-21.7%
ONON vs ROK
+48.8%
-70.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | -2.1% | -1.2% | -0.8% | -1.3% |
| 30D | -11.6% | -4.8% | -6.8% | -9.0% |
| 3M | -30.1% | -6.1% | -24.0% | -28.4% |
| 6M | -30.5% | +15.5% | -46.0% | -37.8% |
| YTD | -41.0% | +11.2% | -52.2% | -46.2% |
| 1Y | -36.7% | +23.8% | -60.5% | -46.3% |
| 3Y | -8.6% | +53.1% | -61.7% | -36.3% |
| All | -21.7% | +48.8% | -70.5% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling