+45.4%
ON vs USAR
+29.1%
+16.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.5% |
| 30D | -12.4% | -8.6% | -3.8% | -11.4% |
| 3M | -41.2% | -20.5% | -20.7% | -39.9% |
| 6M | +25.0% | +1.2% | +23.8% | +24.9% |
| YTD | +31.3% | +48.4% | -17.1% | +27.1% |
| 1Y | +45.4% | +30.6% | +14.8% | +41.9% |
| All | +45.4% | +29.1% | +16.3% | +41.9% |
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