+6.6%
ON vs USB
+22.2%
-15.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.2% |
| 7D | -16.3% | -1.5% | -14.8% | -15.4% |
| 30D | -27.0% | +4.3% | -31.3% | -29.0% |
| 3M | -18.1% | -6.1% | -12.0% | -14.6% |
| 6M | -38.6% | +9.4% | -48.0% | -42.6% |
| YTD | +16.4% | +15.2% | +1.2% | +4.7% |
| 1Y | +25.8% | +32.8% | -6.9% | +3.0% |
| 3Y | -7.7% | +91.3% | -99.0% | -39.0% |
| 5Y | +6.6% | +22.7% | -16.1% | -2.8% |
| All | +6.6% | +22.2% | -15.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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