+67.0%
XOP vs URI
+3,740.6%
-3,673.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -14.7% | -9.8% | -4.9% | -11.0% |
| 30D | -7.7% | +1.7% | -9.4% | -8.6% |
| 3M | +4.4% | -9.1% | +13.5% | +7.7% |
| 6M | +3.5% | +9.9% | -6.3% | -2.6% |
| YTD | +39.4% | +31.2% | +8.2% | +17.7% |
| 1Y | +39.8% | +25.9% | +13.9% | +19.9% |
| 3Y | +29.7% | +147.4% | -117.7% | -20.2% |
| 5Y | +78.6% | +179.7% | -101.2% | +0.9% |
| 10Y | +51.8% | +1,419.5% | -1,367.7% | -57.8% |
| All | +67.0% | +3,740.6% | -3,673.7% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling