+508.9%
XLP vs URI
+4,270.9%
-3,762.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -0.9% | -12.9% | +12.1% | +0.4% |
| 3M | +3.8% | -6.7% | +10.5% | +4.3% |
| 6M | -1.7% | +19.0% | -20.7% | -3.9% |
| YTD | +10.3% | +25.5% | -15.3% | +7.0% |
| 1Y | +7.8% | +5.5% | +2.3% | +6.3% |
| 3Y | +27.2% | +111.3% | -84.1% | +15.5% |
| 5Y | +32.5% | +198.6% | -166.0% | +14.8% |
| 10Y | +101.8% | +1,179.9% | -1,078.1% | +46.5% |
| All | +508.9% | +4,270.9% | -3,762.0% | +221.4% |
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