+23.9%
ROP vs ONTO
+695.7%
-671.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.7% | -3.4% |
| 7D | -5.4% | +9.7% | -15.1% | -6.4% |
| 30D | -1.6% | -8.8% | +7.2% | -1.1% |
| 3M | +18.8% | +4.5% | +14.3% | +15.4% |
| 6M | +8.2% | +56.4% | -48.2% | -2.3% |
| YTD | -10.5% | +78.1% | -88.6% | -21.5% |
| 1Y | -23.7% | +171.3% | -195.0% | -38.3% |
| 3Y | -17.9% | +118.7% | -136.5% | -36.7% |
| 5Y | -15.3% | +269.4% | -284.7% | -45.6% |
| All | +23.9% | +695.7% | -671.8% | -44.4% |
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