+48.9%
ROP vs ONTO
+459.0%
-410.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.1% |
| 30D | +30.3% | -32.9% | +63.3% | +34.6% |
| 3M | +17.8% | -32.2% | +50.0% | +20.7% |
| 6M | +38.9% | -30.6% | +69.5% | +39.0% |
| YTD | +7.6% | +25.1% | -17.5% | -3.2% |
| 1Y | +6.5% | +40.0% | -33.5% | -6.2% |
| 3Y | -6.3% | +45.7% | -52.0% | -24.8% |
| 5Y | +0.9% | +128.8% | -127.9% | -31.0% |
| All | +48.9% | +459.0% | -410.1% | -31.4% |
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