+668.4%
XLE vs UMC
+259.6%
+408.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.8% |
| 7D | +2.2% | +5.0% | -2.8% | +1.2% |
| 30D | +11.8% | +7.7% | +4.1% | +9.9% |
| 3M | +9.8% | +1.7% | +8.2% | +7.0% |
| 6M | +15.6% | +113.9% | -98.3% | -5.4% |
| YTD | +45.3% | +168.9% | -123.6% | +11.7% |
| 1Y | +48.3% | +207.2% | -158.9% | +10.4% |
| 3Y | +55.4% | +227.7% | -172.3% | +12.0% |
| 5Y | +216.1% | +118.0% | +98.0% | +142.2% |
| 10Y | +178.4% | +1,682.1% | -1,503.7% | +23.2% |
| All | +668.4% | +259.6% | +408.8% | +204.3% |
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