+523.3%
ON vs URI
+1,173.3%
-650.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.8% |
| 7D | +12.2% | +6.7% | +5.5% | +7.7% |
| 30D | -3.1% | +8.9% | -12.0% | -8.2% |
| 3M | -12.9% | +0.5% | -13.4% | -13.1% |
| 6M | -38.6% | +20.7% | -59.2% | -45.8% |
| YTD | +31.2% | +40.0% | -8.8% | +2.0% |
| 1Y | +47.6% | +34.4% | +13.2% | +17.9% |
| 3Y | +6.6% | +149.5% | -142.9% | -46.5% |
| 5Y | +21.3% | +205.6% | -184.3% | -48.5% |
| All | +523.3% | +1,173.3% | -650.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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