-22.1%
ONON vs ROK
+49.1%
-71.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.9% |
| 7D | -1.7% | +2.8% | -4.4% | -3.2% |
| 30D | -27.4% | -2.4% | -25.0% | -26.7% |
| 3M | -26.5% | -4.7% | -21.8% | -25.4% |
| 6M | -34.2% | +16.8% | -51.0% | -41.6% |
| YTD | -41.3% | +11.4% | -52.7% | -46.6% |
| 1Y | -39.7% | +26.2% | -65.8% | -49.5% |
| 3Y | -7.8% | +51.9% | -59.7% | -35.3% |
| All | -22.1% | +49.1% | -71.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling