+37.5%
ONTO vs UMAC
+17.2%
+20.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +13.3% | -1.3% | +9.3% |
| 7D | +1.4% | -5.5% | +6.9% | +2.6% |
| 30D | -34.1% | -35.3% | +1.2% | -28.9% |
| 3M | -37.1% | -48.4% | +11.3% | -30.9% |
| 6M | -31.8% | +0.4% | -32.3% | -33.0% |
| YTD | +22.9% | +5.8% | +17.1% | +11.9% |
| All | +37.5% | +17.2% | +20.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling