+75.5%
ASML vs NRG
+177.1%
-101.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.6% | -4.6% | +1.4% |
| 7D | -9.0% | -7.6% | -1.4% | -6.5% |
| 30D | -21.0% | -18.3% | -2.7% | -15.0% |
| 3M | -16.3% | -25.5% | +9.2% | -7.3% |
| 6M | -7.5% | -40.9% | +33.4% | +10.4% |
| YTD | +34.0% | -43.7% | +77.7% | +61.6% |
| 1Y | +39.3% | -47.3% | +86.6% | +71.9% |
| 3Y | +128.9% | +103.2% | +25.7% | +49.4% |
| All | +75.5% | +177.1% | -101.6% | +1.1% |
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