-3.7%
XLC vs URA
-26.7%
+23.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.5% | +2.9% | +0.6% | +3.2% |
| 30D | -2.6% | -10.8% | +8.3% | -1.9% |
| 3M | -2.1% | -25.5% | +23.4% | -0.5% |
| 6M | -5.5% | -41.2% | +35.7% | -2.1% |
| YTD | -6.9% | -21.3% | +14.4% | -6.5% |
| 1Y | -3.7% | -25.7% | +22.0% | -2.9% |
| All | -3.7% | -26.7% | +23.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling