+58.1%
XLE vs URI
+136.1%
-78.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.1% | -1.8% |
| 7D | -10.3% | -12.9% | +2.6% | -8.2% |
| 30D | -3.3% | -3.4% | +0.1% | -2.8% |
| 3M | +8.2% | -10.0% | +18.2% | +9.9% |
| 6M | +5.0% | +12.2% | -7.1% | +1.8% |
| YTD | +40.6% | +29.8% | +10.8% | +30.0% |
| 1Y | +45.0% | +24.6% | +20.4% | +35.4% |
| All | +58.1% | +136.1% | -78.0% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling