+8,426.4%
ASML vs NRG
+1,290.6%
+7,135.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.5% | +17.1% | -14.6% | -2.6% |
| 30D | -12.2% | -7.9% | -4.3% | -10.0% |
| 3M | -14.6% | -18.2% | +3.6% | -9.5% |
| 6M | -1.7% | -28.4% | +26.6% | +7.7% |
| YTD | +44.3% | -37.9% | +82.2% | +64.4% |
| 1Y | +51.0% | -39.2% | +90.2% | +73.2% |
| 3Y | +137.6% | +125.3% | +12.3% | +71.7% |
| 5Y | +92.7% | +215.7% | -123.0% | +23.5% |
| 10Y | +1,582.8% | +985.8% | +597.0% | +589.5% |
| All | +8,426.4% | +1,290.6% | +7,135.7% | +2,920.9% |
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