-21.7%
ONON vs UL
+19.0%
-40.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -2.1% | -3.4% | +1.3% | -0.7% |
| 30D | -11.6% | +0.5% | -12.1% | -11.8% |
| 3M | -30.1% | +7.2% | -37.3% | -32.0% |
| 6M | -30.5% | -3.1% | -27.4% | -29.9% |
| YTD | -41.0% | -2.7% | -38.3% | -40.8% |
| 1Y | -36.7% | -10.2% | -26.5% | -34.4% |
| 3Y | -8.6% | +20.3% | -28.9% | -20.3% |
| All | -21.7% | +19.0% | -40.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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