+25.8%
ROK vs ONTO
+156.1%
-130.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.4% |
| 7D | -1.6% | +6.5% | -8.1% | -2.9% |
| 30D | -5.4% | -15.9% | +10.5% | -2.5% |
| 3M | -4.0% | -0.2% | -3.8% | -6.1% |
| 6M | +13.3% | +38.7% | -25.4% | +1.7% |
| YTD | +9.3% | +70.4% | -61.0% | -6.0% |
| 1Y | +25.8% | +153.6% | -127.8% | +4.2% |
| All | +25.8% | +156.1% | -130.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling