+166.5%
XLE vs URI
+209.3%
-42.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +4.4% | +9.3% | -4.9% | +2.1% |
| 30D | -4.3% | +7.6% | -11.9% | -6.1% |
| 3M | +6.0% | +1.0% | +5.0% | +5.3% |
| 6M | +13.2% | +19.8% | -6.6% | +6.9% |
| YTD | +46.7% | +41.9% | +4.9% | +29.7% |
| 1Y | +46.6% | +33.4% | +13.2% | +31.9% |
| 3Y | +69.6% | +156.0% | -86.5% | +18.4% |
| 5Y | +166.5% | +209.5% | -43.0% | +70.2% |
| All | +166.5% | +209.3% | -42.8% | +70.2% |
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