+54.7%
XLE vs UL
+26.1%
+28.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.2% | -1.3% | +3.5% | +2.2% |
| 30D | +11.8% | +0.5% | +11.3% | +11.8% |
| 3M | +9.8% | +17.6% | -7.8% | +9.6% |
| 6M | +15.6% | -5.4% | +20.9% | +16.9% |
| YTD | +45.3% | +0.7% | +44.6% | +46.1% |
| 1Y | +48.3% | -9.3% | +57.6% | +50.4% |
| All | +54.7% | +26.1% | +28.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling