+149.9%
XLE vs URI
+166.6%
-16.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -12.0% | -9.8% | -2.2% | -9.8% |
| 30D | -2.7% | +1.7% | -4.5% | -3.3% |
| 3M | +6.6% | -9.1% | +15.6% | +8.6% |
| 6M | +9.5% | +9.9% | -0.3% | +5.6% |
| YTD | +40.6% | +31.2% | +9.3% | +26.6% |
| 1Y | +43.6% | +25.9% | +17.7% | +30.8% |
| 3Y | +58.1% | +147.4% | -89.3% | +10.7% |
| All | +149.9% | +166.6% | -16.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling