+46.6%
XLE vs URI
+34.6%
+12.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +4.4% | +9.3% | -4.9% | +4.2% |
| 30D | -4.3% | +7.6% | -11.9% | -4.2% |
| 3M | +6.0% | +1.0% | +5.0% | +6.1% |
| 6M | +13.2% | +19.8% | -6.6% | +12.8% |
| YTD | +46.7% | +41.9% | +4.9% | +42.1% |
| 1Y | +46.6% | +33.4% | +13.2% | +44.0% |
| All | +46.6% | +34.6% | +12.1% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling