-10.5%
RKT vs ONON
-24.2%
+13.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -5.3% | -1.9% | -5.6% |
| 30D | -7.9% | -13.1% | +5.2% | -3.7% |
| 3M | +5.2% | -29.3% | +34.5% | +16.1% |
| 6M | -14.9% | -34.5% | +19.6% | -4.3% |
| YTD | -31.9% | -42.2% | +10.4% | -20.7% |
| 1Y | -36.9% | -37.3% | +0.4% | -29.0% |
| 3Y | +35.7% | -9.3% | +45.0% | +28.1% |
| All | -10.5% | -24.2% | +13.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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