+18.8%
USB vs NRG
-26.1%
+44.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.7% |
| 7D | +1.4% | +7.1% | -5.7% | +0.9% |
| 30D | -1.3% | -1.4% | +0.1% | -1.2% |
| 3M | +15.2% | -10.5% | +25.7% | +15.7% |
| 6M | +18.8% | -26.7% | +45.6% | +20.8% |
| All | +18.8% | -26.1% | +44.9% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling