+665.5%
XLU vs URI
+4,775.9%
-4,110.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +2.1% | +6.7% | -4.6% | +1.3% |
| 30D | +5.6% | +8.9% | -3.3% | +4.5% |
| 3M | +0.7% | +0.5% | +0.2% | +0.5% |
| 6M | -0.1% | +20.7% | -20.7% | -2.5% |
| YTD | +5.3% | +40.0% | -34.7% | +0.4% |
| 1Y | +2.2% | +34.4% | -32.2% | -2.2% |
| 3Y | +61.6% | +149.5% | -87.9% | +42.6% |
| 5Y | +53.6% | +205.6% | -152.0% | +30.6% |
| 10Y | +162.3% | +1,183.1% | -1,020.8% | +82.2% |
| All | +665.5% | +4,775.9% | -4,110.3% | +259.7% |
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