+432.8%
XYL vs URA
+28.1%
+404.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -13.2% | +7.4% | -20.6% | -15.0% |
| 3M | -3.7% | -8.4% | +4.7% | -2.3% |
| 6M | -17.7% | -12.7% | -5.0% | -16.0% |
| YTD | -21.5% | +7.8% | -29.3% | -25.2% |
| 1Y | -24.5% | +19.5% | -43.9% | -31.1% |
| 3Y | +6.9% | +116.4% | -109.5% | -21.6% |
| 5Y | -18.1% | +134.3% | -152.4% | -44.4% |
| 10Y | +134.7% | +359.3% | -224.5% | +16.1% |
| All | +432.8% | +28.1% | +404.6% | +266.1% |
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