+35.0%
XLB vs URI
+113.1%
-78.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | -0.4% | -12.9% | +12.6% | +2.8% |
| 3M | +2.0% | -6.7% | +8.7% | +3.2% |
| 6M | +1.8% | +19.0% | -17.2% | -3.6% |
| YTD | +16.6% | +25.5% | -9.0% | +7.9% |
| 1Y | +16.9% | +5.5% | +11.4% | +13.4% |
| All | +35.0% | +113.1% | -78.1% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling