-14.4%
ONON vs UMAC
+473.8%
-488.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.2% |
| 7D | -2.1% | -3.4% | +1.3% | -2.0% |
| 30D | -11.6% | -15.1% | +3.5% | -11.3% |
| 3M | -30.1% | -10.8% | -19.3% | -30.1% |
| 6M | -30.5% | +15.7% | -46.2% | -32.0% |
| YTD | -41.0% | +80.1% | -121.2% | -43.5% |
| 1Y | -36.7% | +116.7% | -153.4% | -40.3% |
| All | -14.4% | +473.8% | -488.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling