+297.6%
XLB vs URA
-51.6%
+349.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.0% |
| 7D | -1.5% | -4.1% | +2.6% | -0.3% |
| 30D | +6.1% | -19.0% | +25.1% | +12.6% |
| 3M | 0.0% | -25.1% | +25.2% | +8.2% |
| 6M | 0.0% | -44.5% | +44.4% | +17.4% |
| YTD | +16.0% | -24.3% | +40.3% | +21.8% |
| 1Y | +24.7% | -28.1% | +52.9% | +32.4% |
| 3Y | +40.4% | +40.7% | -0.3% | +12.5% |
| 5Y | +30.7% | +35.5% | -4.8% | +1.4% |
| 10Y | +173.3% | +281.2% | -107.9% | +29.1% |
| All | +297.6% | -51.6% | +349.2% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling