+47.0%
ROK vs ONTO
+268.0%
-220.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.2% | +9.4% | -9.2% | -2.1% |
| 30D | -1.8% | -4.4% | +2.6% | -1.2% |
| 3M | -7.2% | +1.6% | -8.8% | -10.1% |
| 6M | +14.2% | +45.3% | -31.1% | -0.3% |
| YTD | +10.6% | +76.4% | -65.8% | -8.7% |
| 1Y | +25.9% | +167.2% | -141.3% | -7.8% |
| 3Y | +50.8% | +116.6% | -65.8% | +4.1% |
| 5Y | +47.0% | +263.7% | -216.7% | -20.4% |
| All | +47.0% | +268.0% | -220.9% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling