+341.5%
ONTO vs URA
+251.2%
+90.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.3% | -10.3% | -12.3% |
| 7D | -29.7% | -13.3% | -16.4% | -22.5% |
| 30D | -50.3% | -25.9% | -24.4% | -39.3% |
| 3M | -43.5% | -27.8% | -15.7% | -29.8% |
| 6M | -48.9% | -42.8% | -6.0% | -26.7% |
| YTD | -1.2% | -27.5% | +26.3% | +22.1% |
| 1Y | +14.9% | -35.1% | +50.0% | +51.0% |
| 3Y | +31.2% | +31.1% | +0.1% | +7.2% |
| 5Y | +68.1% | +29.8% | +38.3% | +30.5% |
| All | +341.5% | +251.2% | +90.3% | +12.9% |
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