+27.6%
XLY vs URI
+196.6%
-169.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +0.8% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -6.1% | -13.4% | +7.3% | -1.8% |
| 3M | -1.2% | -6.2% | +5.1% | +0.1% |
| 6M | -1.8% | +28.0% | -29.8% | -12.1% |
| YTD | -5.9% | +23.0% | -28.8% | -15.5% |
| 1Y | -3.1% | +5.5% | -8.6% | -8.1% |
| 3Y | +36.0% | +119.2% | -83.2% | -9.0% |
| 5Y | +27.6% | +201.0% | -173.5% | -32.1% |
| All | +27.6% | +196.6% | -169.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling