+1,701.1%
UNH vs NRG
+1,510.3%
+190.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | -4.5% | -4.7% | +0.1% | -3.6% |
| 30D | -6.5% | -6.0% | -0.6% | -5.6% |
| 3M | -6.0% | -8.0% | +2.0% | -5.3% |
| 6M | +33.7% | -23.2% | +56.8% | +38.5% |
| YTD | +16.4% | -28.1% | +44.4% | +21.6% |
| 1Y | +10.1% | -27.3% | +37.3% | +14.1% |
| 3Y | -16.3% | +208.7% | -225.0% | -42.1% |
| 5Y | +2.1% | +197.7% | -195.5% | -30.4% |
| 10Y | +233.1% | +1,103.3% | -870.3% | +52.2% |
| All | +1,701.1% | +1,510.3% | +190.9% | +669.3% |
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 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