-22.1%
ONON vs UL
+21.9%
-44.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -27.4% | +0.9% | -28.3% | -27.6% |
| 3M | -26.5% | +14.2% | -40.8% | -30.3% |
| 6M | -34.2% | -3.2% | -31.0% | -33.6% |
| YTD | -41.3% | -0.3% | -41.0% | -41.6% |
| 1Y | -39.7% | -8.8% | -30.9% | -37.8% |
| 3Y | -7.8% | +23.9% | -31.7% | -20.6% |
| All | -22.1% | +21.9% | -44.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling