+46.6%
ASML vs NRG
-43.7%
+90.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.3% | -4.1% | +2.0% |
| 7D | -0.8% | +2.9% | -3.8% | -2.6% |
| 30D | -14.9% | -9.3% | -5.5% | -12.2% |
| 3M | -13.0% | -17.1% | +4.2% | -7.3% |
| 6M | -4.7% | -28.9% | +24.2% | +6.2% |
| YTD | +42.3% | -37.9% | +80.2% | +64.1% |
| All | +46.6% | -43.7% | +90.3% | +73.2% |
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