-18.6%
NRG vs URI
+7.3%
-25.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.0% |
| 7D | +7.1% | -2.0% | +9.1% | +7.6% |
| 30D | -1.4% | -12.9% | +11.5% | +2.2% |
| 3M | -10.5% | -6.7% | -3.7% | -8.9% |
| 6M | -26.7% | +19.0% | -45.7% | -29.6% |
| YTD | -24.5% | +25.5% | -50.1% | -28.8% |
| 1Y | -18.6% | +5.5% | -24.1% | -22.2% |
| All | -18.6% | +7.3% | -25.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling