-49.7%
NRG vs URI
+33.3%
-83.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.4% | -9.1% | -12.2% |
| 7D | -13.7% | -4.3% | -9.4% | -12.4% |
| 30D | -13.6% | +4.6% | -18.2% | -14.5% |
| 3M | -28.5% | -2.1% | -26.4% | -28.0% |
| 6M | -45.8% | +21.9% | -67.7% | -48.3% |
| YTD | -46.9% | +39.7% | -86.6% | -53.6% |
| 1Y | -49.7% | +32.9% | -82.6% | -54.4% |
| All | -49.7% | +33.3% | -83.0% | -54.4% |
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