+664.7%
XLE vs UMC
+178.4%
+486.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.1% | +0.5% |
| 7D | -0.2% | +0.1% | -0.4% | -0.6% |
| 30D | -4.0% | -28.7% | +24.7% | +2.1% |
| 3M | +4.6% | -15.1% | +19.7% | +6.7% |
| 6M | +12.3% | +5.0% | +7.4% | +6.5% |
| YTD | +44.5% | +108.2% | -63.6% | +15.7% |
| 1Y | +42.4% | +121.7% | -79.3% | +12.3% |
| 3Y | +67.0% | +139.8% | -72.7% | +27.0% |
| 5Y | +161.9% | +85.1% | +76.8% | +105.2% |
| 10Y | +173.9% | +1,341.4% | -1,167.5% | +25.1% |
| All | +664.7% | +178.4% | +486.3% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling