+54.6%
XLE vs URA
+114.7%
-60.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +11.8% | +7.4% | +4.4% | +11.1% |
| 3M | +9.8% | -8.4% | +18.2% | +10.5% |
| 6M | +15.6% | -12.7% | +28.3% | +16.4% |
| YTD | +45.3% | +7.8% | +37.5% | +41.4% |
| 1Y | +48.3% | +19.5% | +28.9% | +40.2% |
| All | +54.6% | +114.7% | -60.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling