+108.6%
ASML vs NRG
+199.5%
-90.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.2% | +1.8% |
| 7D | +1.1% | +7.1% | -6.0% | -1.4% |
| 30D | +2.2% | -1.4% | +3.6% | +2.4% |
| 3M | -2.3% | -10.5% | +8.2% | +0.4% |
| 6M | +23.0% | -26.7% | +49.7% | +35.3% |
| YTD | +61.1% | -24.5% | +85.6% | +74.5% |
| 1Y | +129.1% | -18.6% | +147.7% | +140.5% |
| 3Y | +165.4% | +227.1% | -61.8% | +50.2% |
| All | +108.6% | +199.5% | -90.9% | +26.5% |
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