+22.1%
XLB vs URA
-32.0%
+54.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.4% |
| 7D | -1.5% | -4.1% | +2.6% | -0.9% |
| 30D | +6.1% | -19.0% | +25.1% | +9.6% |
| 3M | 0.0% | -25.1% | +25.2% | +4.5% |
| 6M | 0.0% | -44.5% | +44.4% | +9.3% |
| YTD | +16.0% | -24.3% | +40.3% | +20.9% |
| All | +22.1% | -32.0% | +54.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling