+363.3%
XLU vs URA
-29.0%
+392.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.5% |
| 7D | +2.1% | +8.1% | -6.0% | +1.1% |
| 30D | -0.4% | +5.8% | -6.1% | -1.2% |
| 3M | +0.5% | +3.4% | -3.0% | -0.3% |
| 6M | -5.8% | -2.6% | -3.2% | -6.3% |
| YTD | +3.1% | +11.2% | -8.0% | +0.3% |
| 1Y | +8.1% | +19.8% | -11.7% | +3.4% |
| 3Y | +50.5% | +121.5% | -70.9% | +29.4% |
| 5Y | +44.7% | +134.5% | -89.7% | +20.0% |
| 10Y | +136.8% | +376.7% | -239.8% | +65.4% |
| All | +363.3% | -29.0% | +392.2% | +299.6% |
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