+12.3%
XLI vs URA
-32.2%
+44.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +0.6% | -10.5% | +11.1% | +2.8% |
| 30D | -0.4% | -18.6% | +18.3% | +3.6% |
| 3M | -8.8% | -23.0% | +14.2% | -4.4% |
| 6M | -0.4% | -40.3% | +39.9% | +9.2% |
| YTD | +10.1% | -23.5% | +33.6% | +12.9% |
| 1Y | +12.3% | -31.1% | +43.4% | +17.2% |
| All | +12.3% | -32.2% | +44.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling