+41.0%
XLE vs UL
-0.5%
+41.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.6% |
| 7D | -7.9% | +0.3% | -8.2% | -7.8% |
| 30D | -4.8% | +7.0% | -11.8% | -4.2% |
| 3M | +8.4% | +5.8% | +2.6% | +9.0% |
| 6M | +12.7% | +16.1% | -3.5% | +14.2% |
| YTD | +41.3% | +4.5% | +36.8% | +44.2% |
| All | +41.0% | -0.5% | +41.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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