+47.6%
ON vs USAR
-49.3%
+96.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.7% |
| 7D | -5.8% | -21.8% | +16.0% | -1.3% |
| 30D | -17.1% | -39.9% | +22.8% | -9.0% |
| 3M | -11.8% | -52.5% | +40.7% | +0.5% |
| 6M | -30.2% | -67.9% | +37.8% | -16.3% |
| YTD | +31.6% | -31.1% | +62.7% | +43.2% |
| 1Y | +47.6% | -49.8% | +97.4% | +65.5% |
| All | +47.6% | -49.3% | +96.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling