+1,117.7%
XLY vs URI
+4,293.9%
-3,176.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | +2.5% | -3.1% | -1.1% |
| 30D | -4.9% | -12.5% | +7.7% | -1.9% |
| 3M | -1.0% | -6.2% | +5.2% | -0.1% |
| 6M | 0.0% | +25.9% | -25.9% | -6.7% |
| YTD | -4.2% | +26.2% | -30.4% | -11.2% |
| 1Y | -2.7% | +5.5% | -8.1% | -6.0% |
| 3Y | +38.4% | +125.0% | -86.5% | +9.7% |
| 5Y | +28.9% | +210.4% | -181.5% | -6.5% |
| 10Y | +214.7% | +1,157.2% | -942.4% | +55.9% |
| All | +1,117.7% | +4,293.9% | -3,176.1% | +202.7% |
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