+215.2%
XLY vs URA
+346.2%
-131.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | -1.7% | -5.5% | +3.8% | -0.3% |
| 30D | -4.2% | -3.7% | -0.5% | -3.5% |
| 3M | -2.7% | -2.9% | +0.2% | -2.5% |
| 6M | -0.6% | -15.2% | +14.6% | +2.3% |
| YTD | -5.0% | +1.9% | -6.9% | -8.2% |
| 1Y | -4.1% | +6.9% | -11.0% | -10.0% |
| 3Y | +33.6% | +99.6% | -66.0% | -0.6% |
| 5Y | +28.7% | +101.2% | -72.4% | -8.8% |
| All | +215.2% | +346.2% | -131.0% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling