+44.0%
XOP vs URA
+289.1%
-245.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | 0.0% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -8.4% | -14.8% | +6.4% | -2.7% |
| 3M | +0.2% | -25.3% | +25.5% | +11.2% |
| 6M | +7.2% | -39.9% | +47.1% | +27.9% |
| YTD | +40.8% | -22.4% | +63.2% | +42.5% |
| 1Y | +36.3% | -29.0% | +65.3% | +42.7% |
| 3Y | +37.2% | +41.0% | -3.8% | -10.8% |
| 5Y | +86.6% | +38.3% | +48.3% | +16.5% |
| 10Y | +44.0% | +276.1% | -232.0% | -53.9% |
| All | +44.0% | +289.1% | -245.0% | -53.9% |
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 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