+1,567.2%
NRG vs URI
+5,427.0%
-3,859.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.0% |
| 7D | +7.1% | -2.0% | +9.1% | +7.7% |
| 30D | -1.4% | -12.9% | +11.5% | +2.4% |
| 3M | -10.5% | -6.7% | -3.7% | -8.9% |
| 6M | -26.7% | +19.0% | -45.7% | -30.7% |
| YTD | -24.5% | +25.5% | -50.1% | -30.1% |
| 1Y | -18.6% | +5.5% | -24.1% | -21.1% |
| 3Y | +227.1% | +111.3% | +115.8% | +160.8% |
| 5Y | +198.8% | +198.6% | +0.2% | +112.3% |
| 10Y | +1,122.3% | +1,179.9% | -57.7% | +453.2% |
| All | +1,567.2% | +5,427.0% | -3,859.7% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling