+172.7%
XLE vs URA
+356.0%
-183.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +11.8% | +7.4% | +4.4% | +8.9% |
| 3M | +9.8% | -8.4% | +18.2% | +11.4% |
| 6M | +15.6% | -12.7% | +28.3% | +16.9% |
| YTD | +45.3% | +7.8% | +37.5% | +34.6% |
| 1Y | +48.3% | +19.5% | +28.9% | +28.9% |
| 3Y | +55.4% | +116.4% | -61.0% | -0.9% |
| 5Y | +216.1% | +134.3% | +81.8% | +80.0% |
| All | +172.7% | +356.0% | -183.3% | +1.7% |
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