+144.1%
UMC vs NRG
+194.8%
-50.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.0% |
| 7D | +9.0% | -4.7% | +13.7% | +10.1% |
| 30D | +17.2% | -6.0% | +23.2% | +18.6% |
| 3M | +11.4% | -8.0% | +19.4% | +12.8% |
| 6M | +137.5% | -23.2% | +160.7% | +147.6% |
| YTD | +193.1% | -28.1% | +221.2% | +209.0% |
| 1Y | +240.3% | -27.3% | +267.6% | +256.1% |
| 3Y | +262.2% | +208.7% | +53.5% | +130.7% |
| All | +144.1% | +194.8% | -50.7% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling