+649.7%
XLU vs URI
+4,293.9%
-3,644.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +2.1% | +2.5% | -0.4% | +1.8% |
| 30D | -0.4% | -12.5% | +12.2% | +1.1% |
| 3M | +0.5% | -6.2% | +6.7% | +1.0% |
| 6M | -5.8% | +25.9% | -31.7% | -8.7% |
| YTD | +3.1% | +26.2% | -23.0% | -0.3% |
| 1Y | +8.1% | +5.5% | +2.6% | +6.4% |
| 3Y | +50.5% | +125.0% | -74.4% | +34.4% |
| 5Y | +44.7% | +210.4% | -165.7% | +22.9% |
| 10Y | +136.8% | +1,157.2% | -1,020.4% | +64.8% |
| All | +649.7% | +4,293.9% | -3,644.1% | +256.9% |
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