+40.6%
USB vs ONTO
+341.5%
-300.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.6% | +13.5% | +0.8% |
| 7D | -1.5% | -29.7% | +28.2% | +4.8% |
| 30D | +4.3% | -50.3% | +54.6% | +18.1% |
| 3M | -6.1% | -43.5% | +37.4% | +2.5% |
| 6M | +9.4% | -48.9% | +58.3% | +18.7% |
| YTD | +15.2% | -1.2% | +16.4% | +5.9% |
| 1Y | +32.8% | +14.9% | +17.9% | +17.5% |
| 3Y | +91.3% | +31.2% | +60.1% | +45.1% |
| 5Y | +22.7% | +68.1% | -45.4% | -19.4% |
| All | +40.6% | +341.5% | -300.9% | -45.4% |
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