-23.3%
ONON vs URA
+97.7%
-121.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.4% |
| 7D | -5.3% | -1.5% | -3.8% | -4.9% |
| 30D | -13.1% | -0.4% | -12.8% | -13.3% |
| 3M | -29.3% | +6.3% | -35.6% | -31.6% |
| 6M | -34.5% | -14.0% | -20.6% | -32.4% |
| YTD | -42.2% | +5.3% | -47.5% | -45.8% |
| 1Y | -37.3% | +11.7% | -49.0% | -44.1% |
| 3Y | -9.3% | +109.8% | -119.1% | -43.6% |
| All | -23.3% | +97.7% | -121.0% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling