-39.3%
ON vs USAR
-18.7%
-20.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -0.3% |
| 7D | -11.7% | -14.5% | +2.8% | -10.7% |
| 30D | -23.3% | -37.8% | +14.6% | -20.8% |
| 3M | -19.2% | -52.8% | +33.6% | -15.2% |
| 6M | -40.1% | -71.2% | +31.1% | -35.8% |
| YTD | +16.9% | -30.9% | +47.8% | +21.3% |
| 1Y | +29.7% | -48.0% | +77.7% | +35.1% |
| 3Y | -4.4% | -19.7% | +15.3% | -10.6% |
| All | -39.3% | -18.7% | -20.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling