+24.6%
USB vs ONON
-12.4%
+37.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.4% |
| 7D | +1.2% | -11.9% | +13.1% | +3.3% |
| 30D | +6.3% | -6.8% | +13.1% | +7.3% |
| 3M | -6.1% | +6.6% | -12.8% | -7.4% |
| 6M | +13.0% | -2.2% | +15.2% | +12.0% |
| YTD | +16.6% | -28.9% | +45.4% | +21.5% |
| 1Y | +31.1% | -20.3% | +51.5% | +34.0% |
| 3Y | +100.9% | +22.9% | +78.0% | +84.9% |
| All | +24.6% | -12.4% | +37.0% | +8.7% |
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