+816.1%
XLB vs URI
+4,468.7%
-3,652.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.5% | -9.8% | +8.3% | +1.0% |
| 30D | +6.1% | +1.7% | +4.3% | +5.4% |
| 3M | 0.0% | -9.1% | +9.1% | +2.1% |
| 6M | 0.0% | +9.9% | -9.9% | -3.2% |
| YTD | +16.0% | +31.2% | -15.2% | +5.8% |
| 1Y | +24.7% | +25.9% | -1.2% | +14.9% |
| 3Y | +40.4% | +147.4% | -107.0% | +6.2% |
| 5Y | +30.7% | +179.7% | -149.1% | -5.9% |
| 10Y | +173.3% | +1,419.5% | -1,246.3% | +23.3% |
| All | +816.1% | +4,468.7% | -3,652.6% | +116.7% |
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 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