-35.3%
BABA vs NRG
-50.8%
+15.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -13.5% | +18.4% | +5.7% |
| 7D | +4.3% | -13.7% | +18.0% | +5.1% |
| 30D | -5.0% | -13.6% | +8.6% | -4.3% |
| 3M | -18.4% | -28.5% | +10.1% | -16.4% |
| 6M | -20.3% | -45.8% | +25.5% | -15.8% |
| YTD | -27.5% | -46.9% | +19.4% | -22.9% |
| 1Y | -35.3% | -49.7% | +14.4% | -30.7% |
| All | -35.3% | -50.8% | +15.5% | -30.7% |
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