+49.9%
XLE vs UMC
+112.5%
-62.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.7% | -4.9% |
| 7D | -7.2% | -14.7% | +7.5% | -8.0% |
| 30D | +0.1% | -32.9% | +33.0% | -2.1% |
| 3M | +9.2% | -22.2% | +31.3% | +7.8% |
| 6M | +8.4% | +25.9% | -17.5% | +10.2% |
| YTD | +44.9% | +107.9% | -63.0% | +54.1% |
| 1Y | +49.9% | +115.0% | -65.2% | +59.1% |
| All | +49.9% | +112.5% | -62.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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