+27.5%
ROP vs ONTO
+658.6%
-631.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.7% | -4.2% |
| 7D | -4.4% | -1.0% | -3.4% | -4.4% |
| 30D | +3.2% | -2.9% | +6.1% | +3.0% |
| 3M | +23.1% | -2.5% | +25.5% | +20.4% |
| 6M | +13.3% | +28.2% | -14.9% | +5.2% |
| YTD | -7.9% | +69.8% | -77.6% | -18.7% |
| 1Y | -22.1% | +162.9% | -184.9% | -36.8% |
| 3Y | -16.8% | +95.9% | -112.7% | -34.7% |
| 5Y | -13.5% | +244.5% | -258.0% | -43.8% |
| All | +27.5% | +658.6% | -631.1% | -42.4% |
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 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