+63.3%
XLC vs URI
+148.3%
-85.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.6% |
| 7D | +6.2% | -6.0% | +12.2% | +6.9% |
| 30D | -2.4% | +4.6% | -7.0% | -3.1% |
| 3M | -3.3% | -2.7% | -0.6% | -3.2% |
| 6M | -7.3% | +18.4% | -25.7% | -10.2% |
| YTD | -7.6% | +37.4% | -45.0% | -13.8% |
| 1Y | -3.7% | +30.4% | -34.1% | -9.1% |
| All | +63.3% | +148.3% | -85.0% | +37.0% |
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