+690.2%
UMC vs NRG
+1,510.3%
-820.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.9% |
| 7D | +9.0% | -4.7% | +13.7% | +10.5% |
| 30D | +17.2% | -6.0% | +23.2% | +19.0% |
| 3M | +11.4% | -8.0% | +19.4% | +13.2% |
| 6M | +137.5% | -23.2% | +160.7% | +151.8% |
| YTD | +193.1% | -28.1% | +221.2% | +214.9% |
| 1Y | +240.3% | -27.3% | +267.6% | +262.1% |
| 3Y | +262.2% | +208.7% | +53.5% | +127.6% |
| 5Y | +143.1% | +197.7% | -54.5% | +50.9% |
| 10Y | +1,853.0% | +1,103.3% | +749.7% | +560.9% |
| All | +690.2% | +1,510.3% | -820.1% | +146.7% |
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