+194.1%
NRG vs URI
+215.5%
-21.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.0% |
| 7D | +3.9% | +5.0% | -1.1% | +2.1% |
| 30D | -3.0% | -9.4% | +6.4% | +0.5% |
| 3M | -10.9% | -5.8% | -5.1% | -9.2% |
| 6M | -25.3% | +25.8% | -51.1% | -32.0% |
| YTD | -26.8% | +27.9% | -54.7% | -34.5% |
| 1Y | -23.3% | +9.7% | -33.0% | -27.5% |
| 3Y | +208.6% | +128.0% | +80.6% | +123.3% |
| 5Y | +194.1% | +212.4% | -18.3% | +83.8% |
| All | +194.1% | +215.5% | -21.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling