+17.6%
ONTO vs UMAC
+182.0%
-164.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.8% | -2.5% |
| 7D | +17.5% | -5.2% | +22.7% | +18.1% |
| 30D | -15.7% | -36.4% | +20.7% | -12.3% |
| 3M | -39.7% | -58.6% | +18.9% | -35.6% |
| 6M | -26.5% | -24.6% | -1.8% | -25.4% |
| YTD | +29.0% | -11.5% | +40.4% | +27.9% |
| 1Y | +57.0% | +16.9% | +40.1% | +52.7% |
| All | +17.6% | +182.0% | -164.4% | +17.0% |
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