+535.7%
ON vs URI
+1,189.1%
-653.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.1% |
| 7D | -4.1% | -6.0% | +1.9% | +0.2% |
| 30D | -10.2% | +4.6% | -14.8% | -12.6% |
| 3M | -12.7% | -2.7% | -10.1% | -11.2% |
| 6M | -32.5% | +18.4% | -50.9% | -39.8% |
| YTD | +28.6% | +37.4% | -8.8% | +1.1% |
| 1Y | +43.4% | +30.4% | +13.0% | +16.8% |
| 3Y | +3.3% | +147.9% | -144.6% | -48.0% |
| 5Y | +22.5% | +202.1% | -179.6% | -47.6% |
| 10Y | +535.7% | +1,182.4% | -646.7% | +11.1% |
| All | +535.7% | +1,189.1% | -653.4% | +11.1% |
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