+49.6%
ON vs UMC
+134.9%
-85.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.6% |
| 7D | -4.7% | +11.4% | -16.1% | -12.1% |
| 30D | -13.5% | +16.8% | -30.3% | -23.3% |
| 3M | -36.3% | +19.1% | -55.4% | -45.3% |
| 6M | +17.8% | +137.4% | -119.7% | -42.3% |
| YTD | +29.6% | +186.4% | -156.8% | -49.2% |
| 1Y | +45.8% | +229.1% | -183.3% | -49.6% |
| 3Y | -28.3% | +257.9% | -286.2% | -77.6% |
| 5Y | +49.6% | +137.5% | -87.9% | -36.6% |
| All | +49.6% | +134.9% | -85.2% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling