-5.5%
ROP vs ONTO
+56.0%
-61.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.5% |
| 30D | +29.5% | -34.1% | +63.7% | +29.2% |
| 3M | +17.5% | -37.1% | +54.6% | +17.3% |
| 6M | +38.1% | -31.8% | +69.9% | +37.1% |
| YTD | +7.0% | +22.9% | -15.9% | +1.4% |
| 1Y | +6.5% | +39.5% | -33.0% | -0.2% |
| 3Y | -5.5% | +57.7% | -63.1% | -16.6% |
| All | -5.5% | +56.0% | -61.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling