+1,024.7%
XLE vs URI
+4,270.9%
-3,246.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +11.8% | -12.9% | +24.7% | +15.5% |
| 3M | +9.8% | -6.7% | +16.6% | +11.0% |
| 6M | +15.6% | +19.0% | -3.4% | +8.6% |
| YTD | +45.3% | +25.5% | +19.7% | +33.8% |
| 1Y | +48.3% | +5.5% | +42.8% | +42.3% |
| 3Y | +55.4% | +111.3% | -55.9% | +21.9% |
| 5Y | +216.1% | +198.6% | +17.5% | +122.3% |
| 10Y | +178.4% | +1,179.9% | -1,001.5% | +35.2% |
| All | +1,024.7% | +4,270.9% | -3,246.2% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling