+47.9%
ADP vs NRG
+183.6%
-135.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -1.4% | -6.8% | +5.4% | -1.0% |
| 3M | +16.6% | -7.1% | +23.7% | +16.3% |
| 6M | +24.9% | -27.6% | +52.5% | +26.9% |
| YTD | +5.6% | -29.2% | +34.8% | +7.2% |
| 1Y | -6.0% | -29.9% | +23.9% | -5.0% |
| 3Y | +14.5% | +198.7% | -184.2% | -19.0% |
| 5Y | +47.9% | +192.9% | -145.0% | +2.9% |
| All | +47.9% | +183.6% | -135.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling