+7,817.0%
ASML vs NRG
+1,159.3%
+6,657.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.6% | -4.6% | +1.9% |
| 7D | -9.0% | -7.6% | -1.4% | -6.8% |
| 30D | -21.0% | -18.3% | -2.7% | -15.7% |
| 3M | -16.3% | -25.5% | +9.2% | -8.6% |
| 6M | -7.5% | -40.9% | +33.4% | +7.8% |
| YTD | +34.0% | -43.7% | +77.7% | +57.7% |
| 1Y | +39.3% | -47.3% | +86.6% | +67.3% |
| 3Y | +128.9% | +103.2% | +25.7% | +71.1% |
| 5Y | +76.1% | +176.7% | -100.6% | +17.7% |
| 10Y | +1,428.4% | +886.8% | +541.5% | +545.2% |
| All | +7,817.0% | +1,159.3% | +6,657.7% | +2,797.8% |
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