+561.8%
ON vs URA
+371.9%
+189.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.6% | -6.0% |
| 7D | -2.2% | +8.1% | -10.3% | -6.1% |
| 30D | -12.4% | +5.8% | -18.2% | -15.3% |
| 3M | -41.2% | +3.4% | -44.6% | -42.2% |
| 6M | +25.0% | -2.6% | +27.6% | +26.0% |
| YTD | +31.3% | +11.2% | +20.1% | +21.6% |
| 1Y | +45.4% | +19.8% | +25.6% | +26.0% |
| 3Y | -27.4% | +121.5% | -148.9% | -58.4% |
| 5Y | +58.5% | +134.5% | -76.0% | -17.3% |
| 10Y | +561.8% | +376.7% | +185.1% | +116.2% |
| All | +561.8% | +371.9% | +189.9% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded URA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling