+41.9%
XLP vs URA
+36.0%
+5.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.2% |
| 7D | +0.7% | -4.1% | +4.9% | +0.7% |
| 30D | +10.3% | -19.0% | +29.3% | +9.9% |
| 3M | +6.5% | -25.1% | +31.7% | +6.1% |
| 6M | +8.4% | -44.5% | +52.9% | +8.0% |
| YTD | +18.2% | -24.3% | +42.5% | +17.6% |
| 1Y | +22.4% | -28.1% | +50.5% | +21.8% |
| 3Y | +41.9% | +40.7% | +1.2% | +36.0% |
| All | +41.9% | +36.0% | +5.9% | +36.0% |
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