+671.1%
ON vs URA
-51.6%
+722.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.7% |
| 7D | -11.7% | -4.1% | -7.5% | -9.6% |
| 30D | -23.3% | -19.0% | -4.3% | -14.5% |
| 3M | -19.2% | -25.1% | +6.0% | -6.9% |
| 6M | -40.1% | -44.5% | +4.3% | -19.6% |
| YTD | +16.9% | -24.3% | +41.2% | +31.7% |
| 1Y | +29.7% | -28.1% | +57.9% | +49.1% |
| 3Y | -4.4% | +40.7% | -45.1% | -28.2% |
| 5Y | +7.1% | +35.5% | -28.4% | -21.2% |
| 10Y | +447.2% | +281.2% | +166.0% | +110.9% |
| All | +671.1% | -51.6% | +722.8% | +597.0% |
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 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