+46.7%
XLU vs URA
+107.9%
-61.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | -2.5% | -0.4% | -2.2% | -2.6% |
| 3M | -2.7% | +6.3% | -9.0% | -3.4% |
| 6M | -7.5% | -14.0% | +6.5% | -6.7% |
| YTD | +0.9% | +5.3% | -4.4% | -0.7% |
| 1Y | +3.3% | +11.7% | -8.4% | +0.5% |
| All | +46.7% | +107.9% | -61.1% | +28.7% |
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