+994.0%
XLE vs UL
+514.2%
+479.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -7.9% | +0.3% | -8.2% | -8.1% |
| 30D | -4.8% | +7.0% | -11.8% | -7.6% |
| 3M | +8.4% | +5.8% | +2.6% | +5.4% |
| 6M | +12.7% | +16.1% | -3.5% | +4.8% |
| YTD | +41.3% | +4.5% | +36.8% | +36.3% |
| 1Y | +42.3% | -1.3% | +43.6% | +40.3% |
| 3Y | +65.1% | +35.0% | +30.1% | +39.8% |
| 5Y | +150.2% | +31.9% | +118.3% | +108.1% |
| 10Y | +163.9% | +99.3% | +64.7% | +76.7% |
| All | +994.0% | +514.2% | +479.8% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling