+702.5%
NRG vs URA
-29.0%
+731.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | +9.3% | +8.1% | +1.1% | +6.4% |
| 30D | +1.3% | +5.8% | -4.5% | -0.7% |
| 3M | -6.0% | +3.4% | -9.4% | -7.5% |
| 6M | -22.0% | -2.6% | -19.3% | -22.2% |
| YTD | -24.1% | +11.2% | -35.3% | -28.2% |
| 1Y | -18.0% | +19.8% | -37.9% | -24.9% |
| 3Y | +220.0% | +121.5% | +98.6% | +135.5% |
| 5Y | +201.1% | +134.5% | +66.7% | +105.4% |
| 10Y | +1,085.1% | +376.7% | +708.4% | +474.8% |
| All | +702.5% | -29.0% | +731.5% | +468.4% |
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