+193.5%
NRG vs URA
+91.2%
+102.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.7% |
| 7D | -4.7% | -5.5% | +0.8% | -2.9% |
| 30D | -6.0% | -3.7% | -2.3% | -4.9% |
| 3M | -8.0% | -2.9% | -5.1% | -7.6% |
| 6M | -23.2% | -15.2% | -7.9% | -19.9% |
| YTD | -28.1% | +1.9% | -29.9% | -29.8% |
| 1Y | -27.3% | +6.9% | -34.2% | -30.6% |
| 3Y | +208.7% | +99.6% | +109.0% | +140.2% |
| All | +193.5% | +91.2% | +102.3% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling