+209.9%
ON vs USB
+497.8%
-287.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | -3.3% | -1.3% | -2.0% | -2.6% |
| 3M | -43.6% | +15.2% | -58.8% | -48.1% |
| 6M | +19.0% | +18.8% | +0.1% | +7.4% |
| YTD | +37.4% | +21.0% | +16.3% | +22.3% |
| 1Y | +54.8% | +34.0% | +20.7% | +30.3% |
| 3Y | -25.2% | +95.3% | -120.5% | -49.0% |
| 5Y | +62.7% | +40.4% | +22.4% | +30.3% |
| 10Y | +574.3% | +107.3% | +467.0% | +334.1% |
| All | +209.9% | +497.8% | -287.9% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling