+54.6%
ROL vs ONTO
+658.6%
-604.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | 0.0% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | -4.1% | -2.9% | -1.2% | -4.2% |
| 3M | -22.5% | -2.5% | -20.0% | -23.4% |
| 6M | -37.7% | +28.2% | -65.9% | -40.1% |
| YTD | -39.6% | +69.8% | -109.4% | -43.5% |
| 1Y | -36.0% | +162.9% | -198.9% | -42.9% |
| 3Y | -5.1% | +95.9% | -101.1% | -17.5% |
| 5Y | -3.4% | +244.5% | -247.9% | -26.0% |
| All | +54.6% | +658.6% | -604.0% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling