+444.0%
ON vs UMC
+166.6%
+277.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.5% |
| 7D | +12.2% | +11.2% | +1.1% | +6.9% |
| 30D | -3.1% | -28.0% | +24.9% | +13.0% |
| 3M | -12.9% | -20.5% | +7.7% | -4.3% |
| 6M | -38.6% | -1.6% | -37.0% | -39.5% |
| YTD | +31.2% | +99.4% | -68.1% | -10.4% |
| 1Y | +47.6% | +120.4% | -72.8% | -4.0% |
| 3Y | +6.6% | +134.2% | -127.6% | -32.2% |
| 5Y | +21.3% | +78.8% | -57.6% | -10.6% |
| 10Y | +533.3% | +1,280.4% | -747.1% | +74.9% |
| All | +444.0% | +166.6% | +277.4% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling