-29.9%
NRG vs URI
+5.1%
-35.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.6% | -2.2% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -6.8% | -13.4% | +6.6% | -3.1% |
| 3M | -7.1% | -6.2% | -0.9% | -5.5% |
| 6M | -27.6% | +28.0% | -55.5% | -31.5% |
| YTD | -29.2% | +23.0% | -52.2% | -33.2% |
| 1Y | -29.9% | +5.5% | -35.4% | -32.7% |
| All | -29.9% | +5.1% | -35.0% | -32.7% |
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