+6.6%
ON vs UMC
+131.8%
-125.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.3% |
| 7D | +12.2% | +11.2% | +1.1% | +5.9% |
| 30D | -3.1% | -28.0% | +24.9% | +15.7% |
| 3M | -12.9% | -20.5% | +7.7% | -3.4% |
| 6M | -38.6% | -1.6% | -37.0% | -40.3% |
| YTD | +31.2% | +99.4% | -68.1% | -24.5% |
| 1Y | +47.6% | +120.4% | -72.8% | -21.8% |
| 3Y | +6.6% | +134.2% | -127.6% | -48.3% |
| All | +6.6% | +131.8% | -125.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling