+1,152.6%
XOM vs URI
+7,134.6%
-5,982.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +1.8% | -2.0% | +3.7% | +2.1% |
| 30D | +5.9% | -12.9% | +18.8% | +8.3% |
| 3M | +5.6% | -6.7% | +12.3% | +6.4% |
| 6M | +7.9% | +19.0% | -11.1% | +3.2% |
| YTD | +35.2% | +25.5% | +9.6% | +27.6% |
| 1Y | +46.0% | +5.5% | +40.4% | +41.8% |
| 3Y | +55.0% | +111.3% | -56.3% | +30.3% |
| 5Y | +246.3% | +198.6% | +47.8% | +169.4% |
| 10Y | +181.0% | +1,179.9% | -998.9% | +68.4% |
| All | +1,152.6% | +7,134.6% | -5,982.0% | +399.5% |
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