+96.1%
ROST vs ONON
-10.5%
+106.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -1.7% |
| 30D | -10.3% | -13.1% | +2.9% | -8.4% |
| 3M | -2.6% | -29.3% | +26.8% | +2.0% |
| 6M | +6.5% | -34.5% | +41.1% | +12.3% |
| YTD | +25.9% | -42.2% | +68.2% | +34.9% |
| 1Y | +52.3% | -37.3% | +89.7% | +60.8% |
| All | +96.1% | -10.5% | +106.6% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling