+72.7%
XLC vs URI
+113.1%
-40.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -0.8% | -2.0% | +1.1% | -0.6% |
| 30D | +1.0% | -12.9% | +14.0% | +3.0% |
| 3M | -0.7% | -6.7% | +6.0% | -0.1% |
| 6M | -5.1% | +19.0% | -24.1% | -8.8% |
| YTD | -4.3% | +25.5% | -29.8% | -9.7% |
| 1Y | -0.6% | +5.5% | -6.1% | -2.7% |
| All | +72.7% | +113.1% | -40.4% | +37.4% |
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