+213.9%
NRG vs URI
+125.2%
+88.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.1% |
| 7D | +3.9% | +5.0% | -1.1% | +1.9% |
| 30D | -3.0% | -9.4% | +6.4% | +0.9% |
| 3M | -10.9% | -5.8% | -5.1% | -9.0% |
| 6M | -25.3% | +25.8% | -51.1% | -32.7% |
| YTD | -26.8% | +27.9% | -54.7% | -35.5% |
| 1Y | -23.3% | +9.7% | -33.0% | -27.8% |
| All | +213.9% | +125.2% | +88.7% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling