+54.0%
ROST vs ONON
-36.0%
+89.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | -6.9% | -11.6% | +4.7% | -5.2% |
| 3M | -3.3% | -30.1% | +26.8% | +1.1% |
| 6M | +9.0% | -30.5% | +39.6% | +13.0% |
| YTD | +28.9% | -41.0% | +69.9% | +35.3% |
| 1Y | +54.0% | -36.7% | +90.7% | +63.9% |
| All | +54.0% | -36.0% | +89.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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