+127.5%
XLC vs URI
+582.2%
-454.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +4.9% | -9.8% | +14.7% | +7.4% |
| 30D | -5.8% | +1.7% | -7.6% | -6.5% |
| 3M | -5.4% | -9.1% | +3.6% | -3.7% |
| 6M | -10.2% | +9.9% | -20.0% | -13.5% |
| YTD | -10.2% | +31.2% | -41.4% | -19.0% |
| 1Y | -5.6% | +25.9% | -31.5% | -14.0% |
| 3Y | +61.0% | +147.4% | -86.4% | +16.4% |
| 5Y | +35.2% | +179.7% | -144.5% | -8.9% |
| All | +127.5% | +582.2% | -454.7% | +1.4% |
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 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