+196.8%
ON vs USB
+481.2%
-284.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.9% |
| 7D | -5.8% | +2.4% | -8.2% | -7.1% |
| 30D | -17.1% | +6.6% | -23.7% | -20.1% |
| 3M | -11.8% | -4.1% | -7.7% | -9.8% |
| 6M | -30.2% | +12.5% | -42.7% | -35.2% |
| YTD | +31.6% | +17.6% | +13.9% | +19.0% |
| 1Y | +47.6% | +36.5% | +11.1% | +22.9% |
| 3Y | +4.4% | +95.4% | -91.0% | -28.1% |
| 5Y | +19.0% | +26.1% | -7.1% | +1.1% |
| 10Y | +515.7% | +101.3% | +414.5% | +302.8% |
| All | +196.8% | +481.2% | -284.3% | +0.3% |
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