+554.6%
NRG vs URA
-52.4%
+606.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +10.0% | -1.5% | +11.5% | +10.6% |
| 30D | -3.2% | -10.4% | +7.2% | +0.6% |
| 3M | -18.5% | -29.6% | +11.1% | -8.3% |
| 6M | -25.3% | -40.3% | +15.0% | -11.7% |
| YTD | -38.1% | -25.5% | -12.6% | -32.9% |
| 1Y | -40.7% | -26.4% | -14.3% | -35.4% |
| 3Y | +121.8% | +31.4% | +90.3% | +94.5% |
| 5Y | +209.2% | +28.6% | +180.7% | +162.0% |
| 10Y | +981.4% | +260.9% | +720.5% | +475.3% |
| All | +554.6% | -52.4% | +606.9% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling