+1,331.5%
XLK vs URI
+4,775.9%
-3,444.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +3.4% | +6.7% | -3.4% | +1.8% |
| 30D | -10.6% | +8.9% | -19.4% | -12.4% |
| 3M | -10.6% | +0.5% | -11.2% | -10.9% |
| 6M | -3.5% | +20.7% | -24.1% | -8.1% |
| YTD | +18.7% | +40.0% | -21.3% | +7.4% |
| 1Y | +19.4% | +34.4% | -15.0% | +9.2% |
| 3Y | +94.5% | +149.5% | -55.0% | +50.9% |
| 5Y | +111.2% | +205.6% | -94.4% | +53.7% |
| 10Y | +707.2% | +1,183.1% | -475.9% | +297.1% |
| All | +1,331.5% | +4,775.9% | -3,444.4% | +232.2% |
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