+43.5%
XLB vs URA
+37.6%
+5.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.7% |
| 7D | 0.0% | +4.5% | -4.4% | -0.7% |
| 30D | +5.3% | -13.4% | +18.7% | +7.5% |
| 3M | 0.0% | -28.4% | +28.4% | +5.1% |
| 6M | +1.2% | -40.5% | +41.7% | +9.2% |
| YTD | +16.9% | -24.3% | +41.2% | +20.5% |
| 1Y | +20.9% | -28.8% | +49.7% | +25.6% |
| All | +43.5% | +37.6% | +5.9% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling