+1,368.2%
ADP vs NRG
+1,598.0%
-229.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -5.5% | +9.3% | -14.7% | -7.0% |
| 30D | -1.2% | +1.3% | -2.5% | -1.7% |
| 3M | +17.9% | -6.0% | +23.8% | +17.7% |
| 6M | +20.3% | -22.0% | +42.3% | +23.3% |
| YTD | +5.8% | -24.1% | +30.0% | +8.4% |
| 1Y | -7.7% | -18.0% | +10.3% | -7.7% |
| 3Y | +14.7% | +220.0% | -205.3% | -18.2% |
| 5Y | +45.8% | +201.1% | -155.3% | +3.7% |
| 10Y | +270.5% | +1,085.1% | -814.6% | +93.0% |
| All | +1,368.2% | +1,598.0% | -229.7% | +692.0% |
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