+213.9%
NRG vs URA
+116.4%
+97.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.0% |
| 7D | +3.9% | +5.7% | -1.9% | +1.5% |
| 30D | -3.0% | +5.6% | -8.6% | -5.3% |
| 3M | -10.9% | +6.2% | -17.1% | -13.7% |
| 6M | -25.3% | -8.2% | -17.0% | -24.0% |
| YTD | -26.8% | +9.7% | -36.5% | -31.9% |
| 1Y | -23.3% | +17.0% | -40.3% | -31.6% |
| All | +213.9% | +116.4% | +97.4% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling