-3.9%
ONON vs ROL
+10.9%
-14.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.7% |
| 7D | -10.0% | +3.0% | -13.0% | -11.0% |
| 30D | -5.3% | +19.8% | -25.0% | -11.9% |
| 3M | +6.5% | +7.9% | -1.4% | +3.1% |
| 6M | -5.0% | -25.6% | +20.7% | +6.4% |
| YTD | -27.6% | -34.1% | +6.5% | -15.3% |
| 1Y | -20.7% | -31.4% | +10.7% | -8.7% |
| 3Y | +26.6% | +4.7% | +21.9% | +14.7% |
| 5Y | -9.6% | +15.6% | -25.2% | -26.9% |
| All | -3.9% | +10.9% | -14.8% | -22.3% |
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