+21.0%
XOP vs URA
-51.6%
+72.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -2.2% |
| 7D | -14.7% | -4.1% | -10.6% | -13.1% |
| 30D | -7.7% | -19.0% | +11.3% | +1.2% |
| 3M | +4.4% | -25.1% | +29.6% | +17.4% |
| 6M | +3.5% | -44.5% | +48.0% | +31.3% |
| YTD | +39.4% | -24.3% | +63.7% | +43.7% |
| 1Y | +39.8% | -28.1% | +67.9% | +46.5% |
| 3Y | +29.7% | +40.7% | -11.0% | -16.6% |
| 5Y | +78.6% | +35.5% | +43.1% | +11.3% |
| 10Y | +51.8% | +281.2% | -229.3% | -55.0% |
| All | +21.0% | -51.6% | +72.7% | -8.0% |
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