+19.7%
XOP vs URI
+20.7%
-1.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.7% |
| 7D | +2.6% | -2.0% | +4.5% | +2.4% |
| 30D | +15.4% | -12.9% | +28.4% | +14.1% |
| 3M | +12.1% | -6.7% | +18.8% | +11.4% |
| 6M | +19.7% | +19.0% | +0.7% | +22.9% |
| All | +19.7% | +20.7% | -1.1% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling