+54.0%
ROST vs ONTO
+162.0%
-108.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +2.1% |
| 7D | +0.2% | +4.9% | -4.7% | 0.0% |
| 30D | -6.9% | -16.6% | +9.8% | -6.2% |
| 3M | -3.3% | -7.3% | +4.0% | -3.7% |
| 6M | +9.0% | +45.9% | -36.9% | +3.0% |
| YTD | +28.9% | +78.2% | -49.3% | +19.7% |
| 1Y | +54.0% | +159.8% | -105.8% | +42.0% |
| All | +54.0% | +162.0% | -108.0% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling