+820.5%
XLB vs URI
+4,270.9%
-3,450.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -0.4% | -12.9% | +12.6% | +3.1% |
| 3M | +2.0% | -6.7% | +8.7% | +3.3% |
| 6M | +1.8% | +19.0% | -17.2% | -4.0% |
| YTD | +16.6% | +25.5% | -9.0% | +7.8% |
| 1Y | +16.9% | +5.5% | +11.4% | +12.8% |
| 3Y | +32.6% | +111.3% | -78.8% | +4.6% |
| 5Y | +35.6% | +198.6% | -162.9% | -3.8% |
| 10Y | +160.0% | +1,179.9% | -1,019.9% | +22.2% |
| All | +820.5% | +4,270.9% | -3,450.4% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling