+382.2%
XLP vs URA
-53.7%
+435.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.2% |
| 7D | +3.5% | -13.3% | +16.8% | +4.9% |
| 30D | +11.6% | -25.9% | +37.4% | +14.8% |
| 3M | +7.6% | -27.8% | +35.4% | +10.9% |
| 6M | +10.0% | -42.8% | +52.9% | +15.7% |
| YTD | +19.7% | -27.5% | +47.2% | +21.7% |
| 1Y | +23.5% | -35.1% | +58.6% | +26.8% |
| 3Y | +44.0% | +31.1% | +12.9% | +31.7% |
| 5Y | +42.7% | +29.8% | +12.9% | +27.8% |
| 10Y | +131.3% | +265.1% | -133.8% | +65.6% |
| All | +382.2% | -53.7% | +435.9% | +333.4% |
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