+142.8%
UAL vs ONON
-24.2%
+166.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.2% |
| 30D | -15.7% | -13.1% | -2.6% | -11.6% |
| 3M | +3.6% | -29.3% | +33.0% | +14.7% |
| 6M | +16.9% | -34.5% | +51.4% | +32.3% |
| YTD | -4.8% | -42.2% | +37.5% | +12.3% |
| 1Y | -0.9% | -37.3% | +36.4% | +12.9% |
| 3Y | +124.5% | -9.3% | +133.7% | +127.8% |
| All | +142.8% | -24.2% | +166.9% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling