-49.7%
NRG vs AUR
-17.4%
-32.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.4% | -9.1% | -12.9% |
| 7D | -13.7% | -19.8% | +6.1% | -11.2% |
| 30D | -13.6% | -29.0% | +15.5% | -9.8% |
| 3M | -28.5% | -43.6% | +15.1% | -23.4% |
| 6M | -45.8% | -36.6% | -9.1% | -43.6% |
| YTD | -46.9% | +6.3% | -53.2% | -51.8% |
| 1Y | -49.7% | -9.0% | -40.7% | -52.0% |
| All | -49.7% | -17.4% | -32.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling