-23.3%
ONON vs URA
+105.9%
-129.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | -3.5% | +5.7% | -9.2% | -5.3% |
| 30D | -30.8% | +5.6% | -36.4% | -32.4% |
| 3M | -29.8% | +6.2% | -36.0% | -32.0% |
| 6M | -34.8% | -8.2% | -26.6% | -34.2% |
| YTD | -42.3% | +9.7% | -51.9% | -46.5% |
| 1Y | -39.5% | +17.0% | -56.5% | -47.0% |
| 3Y | -9.3% | +118.5% | -127.8% | -44.4% |
| All | -23.3% | +105.9% | -129.2% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling