+53.4%
XOM vs URA
+121.0%
-67.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.7% |
| 7D | -2.4% | +8.1% | -10.5% | -2.5% |
| 30D | +5.7% | +5.8% | -0.1% | +5.5% |
| 3M | +6.6% | +3.4% | +3.1% | +6.5% |
| 6M | +7.7% | -2.6% | +10.3% | +7.4% |
| YTD | +36.2% | +11.2% | +25.0% | +34.0% |
| 1Y | +50.5% | +19.8% | +30.7% | +45.8% |
| 3Y | +53.4% | +121.5% | -68.1% | +31.8% |
| All | +53.4% | +121.0% | -67.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling