+56.2%
XOP vs URA
+369.2%
-313.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +1.0% | +5.7% | -4.8% | -1.4% |
| 30D | +10.8% | +5.6% | +5.3% | +7.8% |
| 3M | +19.5% | +6.2% | +13.2% | +14.3% |
| 6M | +21.6% | -8.2% | +29.8% | +20.2% |
| YTD | +55.8% | +9.7% | +46.2% | +38.3% |
| 1Y | +54.6% | +17.0% | +37.7% | +28.0% |
| 3Y | +36.6% | +118.5% | -81.8% | -26.8% |
| 5Y | +160.6% | +134.3% | +26.3% | +23.4% |
| 10Y | +56.2% | +377.5% | -321.2% | -55.4% |
| All | +56.2% | +369.2% | -313.0% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling