+25.7%
USB vs ONON
-10.9%
+36.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +2.6% | -10.0% | +12.6% | +4.3% |
| 30D | +8.4% | -5.3% | +13.7% | +9.2% |
| 3M | -5.5% | +6.5% | -12.0% | -6.8% |
| 6M | +17.7% | -5.0% | +22.7% | +17.3% |
| YTD | +17.6% | -27.6% | +45.2% | +22.2% |
| 1Y | +33.9% | -20.7% | +54.6% | +36.9% |
| 3Y | +103.8% | +26.6% | +77.2% | +86.7% |
| All | +25.7% | -10.9% | +36.6% | +9.3% |
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