+237.0%
XLE vs URA
-53.7%
+290.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -1.2% |
| 7D | -10.3% | -13.3% | +3.0% | -6.1% |
| 30D | -3.3% | -25.9% | +22.6% | +6.3% |
| 3M | +8.2% | -27.8% | +35.9% | +19.1% |
| 6M | +5.0% | -42.8% | +47.9% | +23.0% |
| YTD | +40.6% | -27.5% | +68.1% | +46.8% |
| 1Y | +45.0% | -35.1% | +80.2% | +56.7% |
| 3Y | +56.3% | +31.1% | +25.3% | +18.2% |
| 5Y | +152.2% | +29.8% | +122.5% | +82.2% |
| 10Y | +173.0% | +265.1% | -92.1% | +12.2% |
| All | +237.0% | -53.7% | +290.7% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling