+683.9%
XLE vs UMC
+166.6%
+517.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +5.4% | +11.2% | -5.8% | +3.1% |
| 30D | -3.9% | -28.0% | +24.1% | +2.0% |
| 3M | +7.0% | -20.5% | +27.6% | +10.6% |
| 6M | +14.2% | -1.6% | +15.8% | +9.8% |
| YTD | +48.2% | +99.4% | -51.2% | +19.6% |
| 1Y | +47.7% | +120.4% | -72.7% | +16.5% |
| 3Y | +70.0% | +134.2% | -64.2% | +29.8% |
| 5Y | +169.1% | +78.8% | +90.3% | +112.3% |
| 10Y | +180.7% | +1,280.4% | -1,099.7% | +29.3% |
| All | +683.9% | +166.6% | +517.2% | +225.9% |
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