+237.0%
XLE vs URA
-51.6%
+288.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.5% |
| 7D | -12.0% | -4.1% | -7.9% | -10.8% |
| 30D | -2.7% | -19.0% | +16.3% | +3.8% |
| 3M | +6.6% | -25.1% | +31.7% | +15.9% |
| 6M | +9.5% | -44.5% | +54.0% | +30.0% |
| YTD | +40.6% | -24.3% | +64.9% | +44.7% |
| 1Y | +43.6% | -28.1% | +71.7% | +49.6% |
| 3Y | +58.1% | +40.7% | +17.4% | +16.4% |
| 5Y | +152.2% | +35.5% | +116.7% | +79.5% |
| 10Y | +172.9% | +281.2% | -108.2% | +10.5% |
| All | +237.0% | -51.6% | +288.6% | +162.7% |
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 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