+988.5%
XLE vs URI
+4,417.7%
-3,429.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.1% | -1.2% |
| 7D | -10.3% | -12.9% | +2.6% | -7.2% |
| 30D | -3.3% | -3.4% | +0.1% | -2.7% |
| 3M | +8.2% | -10.0% | +18.2% | +10.6% |
| 6M | +5.0% | +12.2% | -7.1% | +0.8% |
| YTD | +40.6% | +29.8% | +10.8% | +28.0% |
| 1Y | +45.0% | +24.6% | +20.4% | +33.3% |
| 3Y | +56.3% | +137.6% | -81.3% | +18.9% |
| 5Y | +152.2% | +176.6% | -24.4% | +80.4% |
| 10Y | +173.0% | +1,402.6% | -1,229.6% | +28.0% |
| All | +988.5% | +4,417.7% | -3,429.2% | +192.5% |
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