+67.0%
ROL vs ONTO
+449.2%
-382.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | +1.4% |
| 7D | +7.5% | +1.4% | +6.1% | +7.3% |
| 30D | +21.1% | -34.1% | +55.3% | +23.7% |
| 3M | +3.1% | -37.1% | +40.2% | +5.3% |
| 6M | -27.4% | -31.8% | +4.4% | -27.1% |
| YTD | -34.7% | +22.9% | -57.6% | -38.1% |
| 1Y | -32.9% | +39.5% | -72.4% | -37.2% |
| 3Y | +6.1% | +57.7% | -51.5% | -7.7% |
| 5Y | +16.3% | +115.8% | -99.5% | -7.2% |
| All | +67.0% | +449.2% | -382.3% | +3.4% |
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 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