+23.5%
XLP vs URI
+23.7%
-0.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.4% | -0.5% |
| 7D | +3.5% | -12.9% | +16.4% | +3.9% |
| 30D | +11.6% | -3.4% | +15.0% | +11.6% |
| 3M | +7.6% | -10.0% | +17.7% | +7.9% |
| 6M | +10.0% | +12.2% | -2.2% | +8.5% |
| YTD | +19.7% | +29.8% | -10.0% | +15.9% |
| 1Y | +23.5% | +24.6% | -1.1% | +20.0% |
| All | +23.5% | +23.7% | -0.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling