+129.1%
ASML vs NRG
-18.6%
+147.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.2% | +1.7% |
| 7D | +1.1% | +7.1% | -6.0% | -1.5% |
| 30D | +2.2% | -1.4% | +3.6% | +2.4% |
| 3M | -2.3% | -10.5% | +8.2% | +0.3% |
| 6M | +23.0% | -26.7% | +49.7% | +36.2% |
| YTD | +61.1% | -24.5% | +85.6% | +73.9% |
| 1Y | +129.1% | -18.6% | +147.7% | +153.0% |
| All | +129.1% | -18.6% | +147.7% | +153.0% |
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 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