+163.9%
XLE vs URA
+307.1%
-143.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -1.3% |
| 7D | -7.9% | +4.3% | -12.2% | -9.1% |
| 30D | -4.8% | -11.7% | +6.9% | -1.6% |
| 3M | +8.4% | -23.5% | +31.9% | +16.1% |
| 6M | +12.7% | -37.8% | +50.4% | +27.0% |
| YTD | +41.3% | -19.6% | +60.9% | +41.8% |
| 1Y | +42.3% | -24.8% | +67.1% | +45.3% |
| 3Y | +65.1% | +47.0% | +18.1% | +19.5% |
| 5Y | +150.2% | +35.4% | +114.8% | +79.1% |
| 10Y | +163.9% | +302.3% | -138.4% | -1.2% |
| All | +163.9% | +307.1% | -143.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling