+1,472.6%
XLK vs URI
+4,270.9%
-2,798.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +0.9% | -2.0% | +2.8% | +1.3% |
| 30D | +0.7% | -12.9% | +13.7% | +4.0% |
| 3M | -2.9% | -6.7% | +3.8% | -1.5% |
| 6M | +34.3% | +19.0% | +15.3% | +27.2% |
| YTD | +30.4% | +25.5% | +4.9% | +21.3% |
| 1Y | +43.4% | +5.5% | +37.8% | +38.7% |
| 3Y | +116.8% | +111.3% | +5.5% | +74.8% |
| 5Y | +144.0% | +198.6% | -54.5% | +78.6% |
| 10Y | +778.8% | +1,179.9% | -401.2% | +331.6% |
| All | +1,472.6% | +4,270.9% | -2,798.3% | +275.0% |
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