+5,141.4%
URI vs XYL
+408.9%
+4,732.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +3.0% |
| 7D | -9.8% | +5.9% | -15.7% | -14.4% |
| 30D | +1.7% | -3.9% | +5.7% | +2.2% |
| 3M | -9.1% | -18.7% | +9.6% | +4.9% |
| 6M | +9.9% | -16.9% | +26.7% | +23.6% |
| YTD | +31.2% | -27.4% | +58.6% | +63.3% |
| 1Y | +25.9% | -34.0% | +59.9% | +70.5% |
| 3Y | +147.4% | +5.6% | +141.8% | +118.7% |
| 5Y | +179.7% | -20.6% | +200.3% | +209.5% |
| 10Y | +1,419.5% | +133.4% | +1,286.1% | +575.4% |
| All | +5,141.4% | +408.9% | +4,732.5% | +1,237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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