-16.1%
ONON vs UMAC
+488.3%
-504.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.2% |
| 7D | -5.3% | -4.0% | -1.3% | -5.2% |
| 30D | -13.1% | -9.4% | -3.7% | -13.0% |
| 3M | -29.3% | +3.0% | -32.3% | -29.7% |
| 6M | -34.5% | +27.2% | -61.7% | -36.2% |
| YTD | -42.2% | +84.7% | -126.9% | -44.7% |
| 1Y | -37.3% | +136.5% | -173.8% | -41.1% |
| All | -16.1% | +488.3% | -504.4% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling