+36.5%
USB vs NRG
-50.8%
+87.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.5% | +15.4% | +2.6% |
| 7D | +2.4% | -13.7% | +16.1% | +3.1% |
| 30D | +6.6% | -13.6% | +20.1% | +7.2% |
| 3M | -4.1% | -28.5% | +24.4% | -2.2% |
| 6M | +12.5% | -45.8% | +58.2% | +16.7% |
| YTD | +17.6% | -46.9% | +64.6% | +21.9% |
| 1Y | +36.5% | -49.7% | +86.2% | +42.3% |
| All | +36.5% | -50.8% | +87.3% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling