+393.1%
XYL vs URA
-10.0%
+403.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.3% |
| 7D | +5.9% | -4.1% | +10.0% | +6.9% |
| 30D | -3.9% | -19.0% | +15.1% | +0.8% |
| 3M | -18.7% | -25.1% | +6.5% | -13.2% |
| 6M | -16.9% | -44.5% | +27.6% | -4.8% |
| YTD | -27.4% | -24.3% | -3.0% | -24.7% |
| 1Y | -34.0% | -28.1% | -5.9% | -30.9% |
| 3Y | +5.6% | +40.7% | -35.1% | -13.5% |
| 5Y | -20.6% | +35.5% | -56.0% | -36.7% |
| 10Y | +133.4% | +281.2% | -147.8% | +19.2% |
| All | +393.1% | -10.0% | +403.2% | +268.6% |
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