+62.9%
ON vs URA
+128.0%
-65.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +2.4% | +1.1% | +1.4% | +1.9% |
| 30D | -3.3% | +7.4% | -10.7% | -6.7% |
| 3M | -43.6% | -8.4% | -35.2% | -41.1% |
| 6M | +19.0% | -12.7% | +31.7% | +26.0% |
| YTD | +37.4% | +7.8% | +29.6% | +30.4% |
| 1Y | +54.8% | +19.5% | +35.3% | +36.4% |
| 3Y | -25.2% | +116.4% | -141.6% | -55.0% |
| All | +62.9% | +128.0% | -65.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling