-25.3%
NRG vs URA
-41.1%
+15.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | +10.0% | -1.5% | +11.5% | +10.9% |
| 30D | -3.2% | -10.4% | +7.2% | +1.7% |
| 3M | -18.5% | -29.6% | +11.1% | -5.4% |
| 6M | -25.3% | -40.3% | +15.0% | -7.0% |
| All | -25.3% | -41.1% | +15.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling