+535.7%
ON vs URA
+289.1%
+246.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.5% | +7.4% | +8.6% |
| 7D | -4.1% | +0.3% | -4.4% | -4.0% |
| 30D | -10.2% | -14.8% | +4.6% | -2.2% |
| 3M | -12.7% | -25.3% | +12.6% | +1.0% |
| 6M | -32.5% | -39.9% | +7.4% | -12.5% |
| YTD | +28.6% | -22.4% | +51.0% | +43.3% |
| 1Y | +43.4% | -29.0% | +72.4% | +66.2% |
| 3Y | +3.3% | +41.0% | -37.7% | -24.3% |
| 5Y | +22.5% | +38.3% | -15.8% | -13.6% |
| 10Y | +535.7% | +276.1% | +259.7% | +102.0% |
| All | +535.7% | +289.1% | +246.7% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling