+30.1%
ROK vs ONTO
+124.4%
-94.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | +7.1% | +17.5% | -10.4% | +2.7% |
| 30D | -5.0% | -15.7% | +10.7% | -1.6% |
| 3M | -9.4% | -39.7% | +30.3% | +0.9% |
| 6M | -11.0% | -26.5% | +15.5% | -8.1% |
| YTD | +4.4% | +29.0% | -24.5% | -8.1% |
| 1Y | +7.4% | +57.0% | -49.5% | -10.3% |
| 3Y | +61.0% | +50.0% | +11.0% | +20.9% |
| All | +30.1% | +124.4% | -94.2% | -21.6% |
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 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