+240.3%
UMC vs ONON
-36.0%
+276.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.3% |
| 7D | +9.0% | -2.1% | +11.1% | +9.0% |
| 30D | +17.2% | -11.6% | +28.9% | +17.5% |
| 3M | +11.4% | -30.1% | +41.5% | +12.5% |
| 6M | +137.5% | -30.5% | +168.0% | +136.8% |
| YTD | +193.1% | -41.0% | +234.1% | +192.8% |
| 1Y | +240.3% | -36.7% | +277.0% | +258.8% |
| All | +240.3% | -36.0% | +276.3% | +258.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling