+114.5%
ROST vs ONON
-23.0%
+137.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -10.0% | -27.4% | +17.4% | -4.8% |
| 3M | +1.2% | -26.5% | +27.7% | +6.6% |
| 6M | +8.9% | -34.2% | +43.2% | +16.6% |
| YTD | +28.1% | -41.3% | +69.4% | +39.7% |
| 1Y | +53.0% | -39.7% | +92.6% | +65.0% |
| 3Y | +97.9% | -7.8% | +105.7% | +87.8% |
| All | +114.5% | -23.0% | +137.5% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling