-23.2%
NRG vs UMAC
+22.7%
-45.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | -4.7% | -3.4% | -1.3% | -4.5% |
| 30D | -6.0% | -15.1% | +9.1% | -5.2% |
| 3M | -8.0% | -10.8% | +2.8% | -8.4% |
| 6M | -23.2% | +15.7% | -38.8% | -24.6% |
| All | -23.2% | +22.7% | -45.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 6mo: compounded portfolio wealth divided by compounded UMAC 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…
6mo analysis · Full analysis span regression · 6 months rolling