+315.6%
XOM vs URA
-31.1%
+346.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +5.9% | +7.4% | -1.5% | +3.6% |
| 3M | +5.6% | -8.4% | +14.0% | +6.7% |
| 6M | +7.9% | -12.7% | +20.6% | +8.7% |
| YTD | +35.2% | +7.8% | +27.4% | +27.2% |
| 1Y | +46.0% | +19.5% | +26.5% | +30.9% |
| 3Y | +55.0% | +116.4% | -61.4% | +9.8% |
| 5Y | +246.3% | +134.3% | +112.0% | +127.4% |
| 10Y | +181.0% | +359.3% | -178.3% | +37.8% |
| All | +315.6% | -31.1% | +346.7% | +204.9% |
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