+267.8%
NRG vs AUR
-35.7%
+303.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -4.7% | +1.4% | -6.1% | -4.8% |
| 30D | -6.0% | -6.4% | +0.4% | -5.5% |
| 3M | -8.0% | +7.7% | -15.7% | -8.9% |
| 6M | -23.2% | +44.5% | -67.7% | -26.4% |
| YTD | -28.1% | +67.4% | -95.5% | -32.2% |
| 1Y | -27.3% | +15.4% | -42.7% | -29.4% |
| 3Y | +208.7% | +94.8% | +113.8% | +179.7% |
| 5Y | +197.7% | -35.1% | +232.8% | +162.1% |
| All | +267.8% | -35.7% | +303.5% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling