-23.3%
ONON vs ROL
-2.0%
-21.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -5.3% | -3.2% | -2.1% | -4.1% |
| 30D | -13.1% | -6.6% | -6.5% | -10.7% |
| 3M | -29.3% | -27.3% | -2.0% | -19.9% |
| 6M | -34.5% | -38.1% | +3.5% | -21.0% |
| YTD | -42.2% | -41.8% | -0.5% | -28.9% |
| 1Y | -37.3% | -37.8% | +0.5% | -25.2% |
| 3Y | -9.3% | -0.3% | -8.9% | -17.2% |
| All | -23.3% | -2.0% | -21.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling