+342.5%
XOM vs URA
-51.6%
+394.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.8% |
| 7D | +2.7% | +4.5% | -1.7% | +1.5% |
| 30D | -2.5% | -13.4% | +11.0% | +0.6% |
| 3M | +7.0% | -28.4% | +35.4% | +14.9% |
| 6M | +14.2% | -40.5% | +54.7% | +27.1% |
| YTD | +43.9% | -24.3% | +68.2% | +46.6% |
| 1Y | +47.9% | -28.8% | +76.7% | +52.6% |
| 3Y | +80.6% | +37.6% | +43.0% | +43.6% |
| 5Y | +212.8% | +30.7% | +182.1% | +143.3% |
| 10Y | +202.6% | +266.8% | -64.2% | +55.0% |
| All | +342.5% | -51.6% | +394.1% | +251.4% |
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