+601.9%
XLI vs URA
-31.1%
+633.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.1% | +1.1% | -2.1% | -1.4% |
| 30D | -5.9% | +7.4% | -13.3% | -7.9% |
| 3M | -0.3% | -8.4% | +8.1% | +1.4% |
| 6M | +0.1% | -12.7% | +12.8% | +2.4% |
| YTD | +13.6% | +7.8% | +5.8% | +8.7% |
| 1Y | +17.2% | +19.5% | -2.3% | +7.5% |
| 3Y | +68.2% | +116.4% | -48.2% | +25.0% |
| 5Y | +80.7% | +134.3% | -53.6% | +24.1% |
| 10Y | +253.3% | +359.3% | -106.0% | +79.3% |
| All | +601.9% | -31.1% | +633.0% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling