+29.8%
USB vs ONON
+6.0%
+23.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.6% |
| 7D | -1.5% | +14.5% | -15.9% | -3.6% |
| 30D | +4.3% | +13.3% | -9.0% | +2.1% |
| 3M | -6.1% | -1.7% | -4.4% | -6.5% |
| 6M | +9.4% | +8.5% | +0.9% | +6.7% |
| YTD | +15.2% | -19.2% | +34.4% | +17.6% |
| 1Y | +32.8% | +4.0% | +28.7% | +29.5% |
| 3Y | +91.3% | +33.8% | +57.5% | +74.3% |
| 5Y | +22.7% | -4.2% | +26.9% | +7.1% |
| All | +29.8% | +6.0% | +23.7% | +11.8% |
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