+50.6%
ROL vs ONTO
+695.7%
-645.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.9% |
| 7D | -3.4% | +9.7% | -13.1% | -4.0% |
| 30D | -6.9% | -8.8% | +1.9% | -6.6% |
| 3M | -24.6% | +4.5% | -29.1% | -25.8% |
| 6M | -39.5% | +56.4% | -95.9% | -42.8% |
| YTD | -41.1% | +78.1% | -119.2% | -45.1% |
| 1Y | -37.9% | +171.3% | -209.2% | -44.7% |
| 3Y | +0.8% | +118.7% | -117.9% | -13.4% |
| 5Y | -4.7% | +269.4% | -274.1% | -27.5% |
| All | +50.6% | +695.7% | -645.0% | -8.2% |
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 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