+48.3%
XLE vs UMC
+209.4%
-161.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -0.7% |
| 7D | +2.2% | +5.0% | -2.8% | +2.4% |
| 30D | +11.8% | +7.7% | +4.1% | +12.2% |
| 3M | +9.8% | +1.7% | +8.2% | +10.3% |
| 6M | +15.6% | +113.9% | -98.3% | +18.3% |
| YTD | +45.3% | +168.9% | -123.6% | +49.1% |
| 1Y | +48.3% | +207.2% | -158.9% | +49.6% |
| All | +48.3% | +209.4% | -161.1% | +49.6% |
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