+262.2%
UMC vs ONON
-8.6%
+270.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | +9.0% | -2.1% | +11.1% | +9.3% |
| 30D | +17.2% | -11.6% | +28.9% | +19.1% |
| 3M | +11.4% | -30.1% | +41.5% | +15.9% |
| 6M | +137.5% | -30.5% | +168.0% | +146.2% |
| YTD | +193.1% | -41.0% | +234.1% | +211.1% |
| 1Y | +240.3% | -36.7% | +277.0% | +255.7% |
| 3Y | +262.2% | -8.6% | +270.8% | +238.1% |
| All | +262.2% | -8.6% | +270.8% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling