+390.5%
ONTO vs URA
+266.6%
+123.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.4% | +6.7% | +8.3% |
| 7D | -14.0% | -4.1% | -9.9% | -11.1% |
| 30D | -43.1% | -19.0% | -24.1% | -34.1% |
| 3M | -35.5% | -25.1% | -10.4% | -21.6% |
| 6M | -41.1% | -44.5% | +3.4% | -13.7% |
| YTD | +9.8% | -24.3% | +34.1% | +32.3% |
| 1Y | +31.5% | -28.1% | +59.6% | +62.8% |
| 3Y | +45.2% | +40.7% | +4.5% | +13.8% |
| 5Y | +86.7% | +35.5% | +51.2% | +41.3% |
| All | +390.5% | +266.6% | +123.8% | +22.3% |
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