+23.3%
XLB vs URI
+36.1%
-12.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +7.2% | +8.9% | -1.6% | +5.9% |
| 3M | 0.0% | +0.8% | -0.8% | -0.3% |
| 6M | +2.3% | +23.1% | -20.8% | -0.9% |
| YTD | +18.4% | +43.1% | -24.6% | +8.3% |
| 1Y | +23.3% | +35.7% | -12.4% | +15.7% |
| All | +23.3% | +36.1% | -12.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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