+20.0%
ON vs UL
+33.5%
-13.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +12.2% | +1.1% | +11.1% | +12.1% |
| 30D | -3.1% | +4.5% | -7.6% | -3.7% |
| 3M | -12.9% | +6.5% | -19.3% | -13.7% |
| 6M | -38.6% | +18.2% | -56.8% | -40.7% |
| YTD | +31.2% | +4.7% | +26.5% | +30.9% |
| 1Y | +47.6% | +0.8% | +46.9% | +48.7% |
| 3Y | +6.6% | +35.9% | -29.3% | -6.5% |
| All | +20.0% | +33.5% | -13.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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