+646.0%
XLY vs URA
-29.9%
+675.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -2.1% | +5.7% | -7.8% | -3.6% |
| 30D | -6.0% | +5.6% | -11.6% | -7.6% |
| 3M | -2.7% | +6.2% | -9.0% | -4.9% |
| 6M | -1.5% | -8.2% | +6.8% | -0.6% |
| YTD | -5.4% | +9.7% | -15.1% | -10.2% |
| 1Y | -3.8% | +17.0% | -20.8% | -11.6% |
| 3Y | +36.6% | +118.5% | -81.9% | +1.0% |
| 5Y | +27.4% | +134.3% | -107.0% | -11.4% |
| 10Y | +218.2% | +377.5% | -159.3% | +67.9% |
| All | +646.0% | -29.9% | +675.9% | +486.3% |
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 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