+43.6%
USB vs ONTO
+423.1%
-379.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.7% | +10.6% | +3.5% |
| 7D | +2.4% | -17.4% | +19.8% | +5.9% |
| 30D | +6.6% | -43.2% | +49.8% | +18.0% |
| 3M | -4.1% | -35.7% | +31.6% | +2.4% |
| 6M | +12.5% | -38.3% | +50.8% | +18.0% |
| YTD | +17.6% | +17.1% | +0.6% | +5.0% |
| 1Y | +36.5% | +43.1% | -6.6% | +15.9% |
| 3Y | +95.4% | +55.4% | +40.0% | +43.9% |
| 5Y | +26.1% | +111.2% | -85.1% | -21.3% |
| All | +43.6% | +423.1% | -379.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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