-10.5%
ONON vs ROL
-1.5%
-9.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.5% | -3.3% | -0.2% | -2.6% |
| 30D | -30.8% | -7.2% | -23.6% | -29.5% |
| 3M | -29.8% | -27.0% | -2.9% | -24.6% |
| 6M | -34.8% | -39.5% | +4.7% | -27.4% |
| YTD | -42.3% | -41.8% | -0.5% | -35.3% |
| 1Y | -39.5% | -38.9% | -0.7% | -32.6% |
| All | -10.5% | -1.5% | -9.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling