+173.4%
ROK vs ONTO
+696.1%
-522.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.4% |
| 7D | -1.2% | +4.9% | -6.2% | -2.7% |
| 30D | -4.8% | -16.6% | +11.8% | -0.3% |
| 3M | -6.1% | -7.3% | +1.2% | -7.1% |
| 6M | +15.5% | +45.9% | -30.4% | -1.7% |
| YTD | +11.2% | +78.2% | -67.0% | -11.7% |
| 1Y | +23.8% | +159.8% | -136.0% | -13.6% |
| 3Y | +53.1% | +123.4% | -70.3% | -1.7% |
| 5Y | +48.3% | +265.8% | -217.5% | -26.8% |
| All | +173.4% | +696.1% | -522.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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