+29.1%
USB vs ONON
+5.5%
+23.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | 0.0% | +10.6% | -10.6% | -1.6% |
| 30D | +5.8% | +12.5% | -6.6% | +3.7% |
| 3M | -6.0% | +0.1% | -6.0% | -6.6% |
| 6M | +7.8% | +3.6% | +4.2% | +6.0% |
| YTD | +14.6% | -19.6% | +34.2% | +17.1% |
| 1Y | +31.8% | +5.2% | +26.6% | +28.3% |
| 3Y | +91.5% | +33.1% | +58.4% | +74.6% |
| 5Y | +22.0% | -4.7% | +26.7% | +6.6% |
| All | +29.1% | +5.5% | +23.6% | +11.4% |
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