+120.7%
XLK vs URA
+116.4%
+4.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.3% | +5.7% | -3.4% | +0.5% |
| 30D | +0.8% | +5.6% | -4.8% | -1.1% |
| 3M | +4.1% | +6.2% | -2.2% | +1.7% |
| 6M | +34.8% | -8.2% | +43.0% | +36.5% |
| YTD | +30.8% | +9.7% | +21.1% | +24.5% |
| 1Y | +42.4% | +17.0% | +25.4% | +30.9% |
| All | +120.7% | +116.4% | +4.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling