+444.2%
ON vs UMC
+277.8%
+166.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -6.8% |
| 7D | -2.2% | +6.6% | -8.8% | -5.3% |
| 30D | -12.4% | +16.6% | -29.0% | -19.0% |
| 3M | -41.2% | +11.0% | -52.2% | -44.5% |
| 6M | +25.0% | +131.3% | -106.3% | -17.9% |
| YTD | +31.3% | +182.5% | -151.2% | -23.3% |
| 1Y | +45.4% | +222.3% | -176.8% | -20.2% |
| 3Y | -27.4% | +253.0% | -280.4% | -61.5% |
| 5Y | +58.5% | +141.8% | -83.4% | +1.8% |
| 10Y | +561.8% | +1,772.2% | -1,210.4% | +59.2% |
| All | +444.2% | +277.8% | +166.4% | +54.7% |
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