+148.8%
UMC vs ONON
-24.2%
+172.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | +13.6% | -3.5% | +17.1% | +14.3% |
| 30D | +20.8% | -30.8% | +51.5% | +28.7% |
| 3M | +16.1% | -29.8% | +46.0% | +22.6% |
| 6M | +137.3% | -34.8% | +172.1% | +153.2% |
| YTD | +193.8% | -42.3% | +236.0% | +220.2% |
| 1Y | +236.1% | -39.5% | +275.6% | +260.5% |
| 3Y | +267.1% | -9.3% | +276.4% | +243.7% |
| All | +148.8% | -24.2% | +172.9% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling