-34.5%
UPS vs ONON
-24.2%
-10.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.4% | -5.3% | +1.9% | -2.6% |
| 30D | -2.7% | -13.1% | +10.4% | -0.8% |
| 3M | -1.6% | -29.3% | +27.7% | +2.8% |
| 6M | +2.3% | -34.5% | +36.9% | +7.7% |
| YTD | +5.6% | -42.2% | +47.8% | +13.1% |
| 1Y | +27.1% | -37.3% | +64.4% | +33.9% |
| 3Y | -26.3% | -9.3% | -17.0% | -29.1% |
| All | -34.5% | -24.2% | -10.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling