+53.3%
XLE vs UL
-8.6%
+61.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | 0.0% | -1.3% | +1.3% | -0.1% |
| 30D | +12.6% | +0.9% | +11.7% | +12.7% |
| 3M | +11.8% | +14.2% | -2.4% | +13.2% |
| 6M | +16.1% | -3.2% | +19.3% | +18.3% |
| YTD | +46.9% | -0.3% | +47.2% | +49.1% |
| 1Y | +53.3% | -8.8% | +62.0% | +56.6% |
| All | +53.3% | -8.6% | +61.9% | +56.6% |
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