+806.0%
ON vs URA
-31.1%
+837.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -43.6% | -8.4% | -35.2% | -40.8% |
| 6M | +19.0% | -12.7% | +31.7% | +26.9% |
| YTD | +37.4% | +7.8% | +29.6% | +29.7% |
| 1Y | +54.8% | +19.5% | +35.3% | +35.1% |
| 3Y | -25.2% | +116.4% | -141.6% | -55.2% |
| 5Y | +62.7% | +134.3% | -71.6% | -11.2% |
| 10Y | +574.3% | +359.3% | +215.1% | +135.9% |
| All | +806.0% | -31.1% | +837.1% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling