+476.3%
ONTO vs URA
+260.9%
+215.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.9% |
| 7D | +17.5% | -1.5% | +19.1% | +18.9% |
| 30D | -15.7% | -10.4% | -5.2% | -8.3% |
| 3M | -39.7% | -29.6% | -10.1% | -24.0% |
| 6M | -26.5% | -40.3% | +13.8% | +3.5% |
| YTD | +29.0% | -25.5% | +54.5% | +57.3% |
| 1Y | +57.0% | -26.4% | +83.4% | +92.1% |
| 3Y | +50.0% | +31.4% | +18.6% | +22.8% |
| 5Y | +127.3% | +28.6% | +98.7% | +78.8% |
| All | +476.3% | +260.9% | +215.4% | +45.4% |
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