+72.4%
UBER vs NRG
+275.5%
-203.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.8% |
| 7D | -5.4% | -4.7% | -0.7% | -3.8% |
| 30D | -4.9% | -6.0% | +1.1% | -3.2% |
| 3M | +3.0% | -8.0% | +11.0% | +3.8% |
| 6M | -4.4% | -23.2% | +18.8% | +1.5% |
| YTD | -12.3% | -28.1% | +15.8% | -5.7% |
| 1Y | -24.3% | -27.3% | +3.0% | -19.8% |
| 3Y | +46.4% | +208.7% | -162.2% | -32.7% |
| 5Y | +79.7% | +197.7% | -118.0% | -18.9% |
| All | +72.4% | +275.5% | -203.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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