-22.2%
ON vs UMC
+261.2%
-283.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.2% | +7.2% |
| 7D | +2.4% | +9.0% | -6.6% | -2.8% |
| 30D | -8.6% | +17.2% | -25.9% | -17.3% |
| 3M | -34.3% | +11.4% | -45.7% | -38.8% |
| 6M | +28.5% | +137.5% | -109.0% | -26.5% |
| YTD | +40.6% | +193.1% | -152.5% | -35.0% |
| 1Y | +55.3% | +240.3% | -185.0% | -36.5% |
| 3Y | -22.2% | +262.2% | -284.4% | -71.2% |
| All | -22.2% | +261.2% | -283.4% | -71.2% |
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