+422.3%
XLF vs URI
+4,270.9%
-3,848.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | +0.2% | -12.9% | +13.1% | +4.1% |
| 3M | +11.7% | -6.7% | +18.4% | +13.2% |
| 6M | +13.8% | +19.0% | -5.2% | +6.1% |
| YTD | +7.0% | +25.5% | -18.5% | -2.5% |
| 1Y | +9.1% | +5.5% | +3.6% | +4.3% |
| 3Y | +75.6% | +111.3% | -35.7% | +32.8% |
| 5Y | +66.4% | +198.6% | -132.1% | +11.1% |
| 10Y | +250.3% | +1,179.9% | -929.6% | +44.1% |
| All | +422.3% | +4,270.9% | -3,848.6% | -7.4% |
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