+121.8%
NRG vs URA
+35.4%
+86.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | +10.0% | -1.5% | +11.5% | +10.8% |
| 30D | -3.2% | -10.4% | +7.2% | +1.6% |
| 3M | -18.5% | -29.6% | +11.1% | -5.4% |
| 6M | -25.3% | -40.3% | +15.0% | -7.9% |
| YTD | -38.1% | -25.5% | -12.6% | -32.3% |
| 1Y | -40.7% | -26.4% | -14.3% | -34.7% |
| 3Y | +121.8% | +31.4% | +90.3% | +76.6% |
| All | +121.8% | +35.4% | +86.4% | +76.6% |
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