+53.4%
ROK vs ONTO
+115.5%
-62.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.1% |
| 7D | +2.8% | +9.7% | -6.9% | +0.7% |
| 30D | -2.4% | -8.8% | +6.4% | -1.0% |
| 3M | -4.7% | +4.5% | -9.2% | -7.7% |
| 6M | +16.8% | +56.4% | -39.7% | +2.6% |
| YTD | +11.4% | +78.1% | -66.7% | -5.3% |
| 1Y | +26.2% | +171.3% | -145.1% | -2.9% |
| All | +53.4% | +115.5% | -62.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling