+163.9%
XLE vs URI
+1,189.1%
-1,025.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -6.7% | -6.0% | -0.7% | -4.6% |
| 30D | -4.4% | +4.6% | -9.0% | -6.5% |
| 3M | +4.0% | -2.7% | +6.7% | +4.2% |
| 6M | +13.2% | +18.4% | -5.2% | +3.6% |
| YTD | +41.9% | +37.4% | +4.5% | +18.5% |
| 1Y | +41.6% | +30.4% | +11.3% | +20.7% |
| 3Y | +64.0% | +147.9% | -83.9% | -0.9% |
| 5Y | +158.1% | +202.1% | -44.0% | +34.3% |
| 10Y | +163.9% | +1,182.4% | -1,018.5% | -34.6% |
| All | +163.9% | +1,189.1% | -1,025.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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