+54.8%
ONTO vs UMAC
+494.0%
-439.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.2% | +6.4% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -2.9% | -7.7% | +4.8% | -2.8% |
| 3M | -2.5% | -26.4% | +24.0% | -1.6% |
| 6M | +28.2% | +61.9% | -33.6% | +21.1% |
| YTD | +69.8% | +86.5% | -16.7% | +58.4% |
| 1Y | +162.9% | +156.3% | +6.6% | +140.4% |
| All | +54.8% | +494.0% | -439.2% | +44.9% |
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