-20.0%
ONON vs URA
+102.4%
-122.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -26.7% | +7.4% | -34.1% | -28.9% |
| 3M | -25.3% | -8.4% | -16.9% | -23.9% |
| 6M | -35.3% | -12.7% | -22.5% | -33.5% |
| YTD | -39.8% | +7.8% | -47.6% | -43.9% |
| 1Y | -39.2% | +19.5% | -58.7% | -47.2% |
| 3Y | -4.2% | +116.4% | -120.7% | -41.2% |
| All | -20.0% | +102.4% | -122.4% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling