+513.3%
XRT vs URI
+3,574.3%
-3,061.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.8% | -2.0% | +2.8% | +1.4% |
| 30D | -4.2% | -12.9% | +8.8% | -0.1% |
| 3M | +5.1% | -6.7% | +11.8% | +6.6% |
| 6M | +2.4% | +19.0% | -16.6% | -5.0% |
| YTD | +3.2% | +25.5% | -22.3% | -6.4% |
| 1Y | +1.5% | +5.5% | -4.0% | -3.0% |
| 3Y | +40.6% | +111.3% | -70.7% | +5.4% |
| 5Y | -1.0% | +198.6% | -199.5% | -34.0% |
| 10Y | +128.4% | +1,179.9% | -1,051.5% | -8.0% |
| All | +513.3% | +3,574.3% | -3,061.0% | +18.4% |
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