-1.7%
XRT vs URI
+214.4%
-216.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -1.7% |
| 7D | -1.4% | +2.6% | -4.0% | -2.5% |
| 30D | +9.8% | +9.1% | +0.7% | +5.7% |
| 3M | +3.3% | +1.0% | +2.3% | +2.2% |
| 6M | +13.6% | +23.3% | -9.7% | +2.5% |
| YTD | +9.1% | +43.3% | -34.2% | -10.2% |
| 1Y | +15.1% | +35.9% | -20.9% | -3.0% |
| 3Y | +59.9% | +158.6% | -98.7% | -8.9% |
| 5Y | -1.7% | +213.1% | -214.9% | -53.3% |
| All | -1.7% | +214.4% | -216.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling