+162.5%
ON vs URI
+7,644.6%
-7,482.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.1% | -4.4% | -8.6% |
| 7D | -16.3% | -12.9% | -3.3% | -11.0% |
| 30D | -27.0% | -3.4% | -23.6% | -25.8% |
| 3M | -18.1% | -10.0% | -8.1% | -14.3% |
| 6M | -38.6% | +12.2% | -50.8% | -41.4% |
| YTD | +16.4% | +29.8% | -13.4% | +3.5% |
| 1Y | +25.8% | +24.6% | +1.2% | +13.8% |
| 3Y | -7.7% | +137.6% | -145.3% | -36.4% |
| 5Y | +6.6% | +176.6% | -170.1% | -30.8% |
| 10Y | +444.6% | +1,402.6% | -958.0% | +86.9% |
| All | +162.5% | +7,644.6% | -7,482.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling