+6.5%
ROP vs ONTO
+36.2%
-29.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.9% |
| 7D | +0.2% | -2.4% | +2.6% | +0.3% |
| 30D | +30.3% | -32.9% | +63.3% | +24.1% |
| 3M | +17.8% | -32.2% | +50.0% | +13.1% |
| 6M | +38.9% | -30.6% | +69.5% | +35.7% |
| YTD | +7.6% | +25.1% | -17.5% | +6.4% |
| 1Y | +6.5% | +40.0% | -33.5% | +3.5% |
| All | +6.5% | +36.2% | -29.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling