+75.4%
USAR vs ONON
-18.3%
+93.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +2.3% | -1.7% | +4.0% | +2.4% |
| 30D | -8.6% | -27.4% | +18.7% | -6.7% |
| 3M | -20.5% | -26.5% | +6.0% | -18.9% |
| 6M | +1.2% | -34.2% | +35.4% | +3.1% |
| YTD | +48.4% | -41.3% | +89.7% | +51.2% |
| 1Y | +30.6% | -39.7% | +70.3% | +33.4% |
| 3Y | +73.6% | -7.8% | +81.5% | +76.5% |
| All | +75.4% | -18.3% | +93.7% | +78.1% |
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