+278.9%
ADP vs NRG
+1,083.9%
-805.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -2.1% |
| 30D | +0.2% | -6.0% | +6.2% | +1.0% |
| 3M | +20.5% | -8.0% | +28.4% | +20.7% |
| 6M | +28.8% | -23.2% | +51.9% | +31.9% |
| YTD | +6.6% | -28.1% | +34.7% | +9.9% |
| 1Y | -6.9% | -27.3% | +20.4% | -5.0% |
| 3Y | +16.1% | +208.7% | -192.5% | -21.7% |
| 5Y | +49.3% | +197.7% | -148.3% | -0.5% |
| All | +278.9% | +1,083.9% | -805.0% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling