+7.8%
ON vs URI
+166.6%
-158.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.3% |
| 7D | -11.7% | -9.8% | -1.9% | -5.1% |
| 30D | -23.3% | +1.7% | -25.0% | -24.1% |
| 3M | -19.2% | -9.1% | -10.1% | -13.9% |
| 6M | -40.1% | +9.9% | -50.0% | -43.9% |
| YTD | +16.9% | +31.2% | -14.3% | -5.8% |
| 1Y | +29.7% | +25.9% | +3.8% | +7.6% |
| 3Y | -4.4% | +147.4% | -151.8% | -54.8% |
| All | +7.8% | +166.6% | -158.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling