+32.3%
XOP vs URA
-31.1%
+63.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +2.6% | +1.1% | +1.5% | +1.9% |
| 30D | +15.4% | +7.4% | +8.1% | +10.8% |
| 3M | +12.1% | -8.4% | +20.5% | +14.2% |
| 6M | +19.7% | -12.7% | +32.4% | +20.5% |
| YTD | +52.4% | +7.8% | +44.6% | +34.6% |
| 1Y | +47.6% | +19.5% | +28.1% | +18.5% |
| 3Y | +34.4% | +116.4% | -82.1% | -29.8% |
| 5Y | +154.4% | +134.3% | +20.1% | +17.3% |
| 10Y | +54.7% | +359.3% | -304.6% | -56.5% |
| All | +32.3% | -31.1% | +63.4% | -13.8% |
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