+120.4%
ROST vs ONTO
+661.2%
-540.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.8% |
| 7D | -2.5% | +6.5% | -9.0% | -3.9% |
| 30D | -10.3% | -15.9% | +5.6% | -7.5% |
| 3M | -2.6% | -0.2% | -2.4% | -6.1% |
| 6M | +6.5% | +38.7% | -32.2% | -6.2% |
| YTD | +25.9% | +70.4% | -44.4% | +4.5% |
| 1Y | +52.3% | +153.6% | -101.3% | +12.9% |
| 3Y | +94.6% | +109.2% | -14.6% | +31.4% |
| 5Y | +111.1% | +249.7% | -138.6% | +8.1% |
| All | +120.4% | +661.2% | -540.7% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling