+254.2%
XOM vs URI
+206.8%
+47.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | +5.7% | -12.5% | +18.2% | +8.3% |
| 3M | +6.6% | -6.2% | +12.7% | +7.3% |
| 6M | +7.7% | +25.9% | -18.2% | +0.9% |
| YTD | +36.2% | +26.2% | +10.0% | +26.5% |
| 1Y | +50.5% | +5.5% | +45.0% | +45.7% |
| 3Y | +53.4% | +125.0% | -71.6% | +15.8% |
| 5Y | +254.2% | +210.4% | +43.8% | +128.1% |
| All | +254.2% | +206.8% | +47.3% | +128.1% |
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