+108.2%
ROST vs ONTO
+268.0%
-159.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -2.2% | +9.4% | -11.6% | -3.5% |
| 30D | -11.4% | -4.4% | -7.0% | -11.3% |
| 3M | -1.6% | +1.6% | -3.2% | -4.2% |
| 6M | +6.8% | +45.3% | -38.4% | -2.7% |
| YTD | +25.8% | +76.4% | -50.6% | +10.2% |
| 1Y | +52.4% | +167.2% | -114.7% | +23.1% |
| 3Y | +94.4% | +116.6% | -22.2% | +46.5% |
| 5Y | +108.2% | +263.7% | -155.5% | +27.9% |
| All | +108.2% | +268.0% | -159.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling