+32.0%
USB vs ONON
-2.0%
+33.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +0.9% |
| 7D | +1.4% | -4.9% | +6.4% | +2.2% |
| 30D | +6.4% | -1.1% | +7.5% | +6.5% |
| 3M | -4.5% | -10.5% | +6.0% | -3.4% |
| 6M | +11.4% | -1.5% | +12.9% | +10.4% |
| YTD | +17.1% | -25.3% | +42.4% | +21.1% |
| 1Y | +32.6% | -0.7% | +33.3% | +30.3% |
| 3Y | +101.8% | +29.0% | +72.8% | +84.9% |
| 5Y | +25.1% | -6.7% | +31.8% | +10.0% |
| All | +32.0% | -2.0% | +33.9% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling