+126.6%
NRG vs UMAC
+473.8%
-347.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | -4.7% | -3.4% | -1.3% | -4.5% |
| 30D | -6.0% | -15.1% | +9.1% | -5.5% |
| 3M | -8.0% | -10.8% | +2.8% | -8.2% |
| 6M | -23.2% | +15.7% | -38.8% | -25.3% |
| YTD | -28.1% | +80.1% | -108.2% | -31.7% |
| 1Y | -27.3% | +116.7% | -144.0% | -31.8% |
| All | +126.6% | +473.8% | -347.2% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling