+15.2%
BABA vs NRG
+1,083.9%
-1,068.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -3.5% | -4.7% | +1.2% | -2.6% |
| 30D | -12.7% | -6.0% | -6.7% | -11.9% |
| 3M | -3.0% | -8.0% | +4.9% | -2.5% |
| 6M | -19.1% | -23.2% | +4.1% | -16.3% |
| YTD | -24.7% | -28.1% | +3.3% | -21.4% |
| 1Y | -29.0% | -27.3% | -1.8% | -26.2% |
| 3Y | +30.9% | +208.7% | -177.7% | -1.6% |
| 5Y | -30.9% | +197.7% | -228.6% | -48.5% |
| All | +15.2% | +1,083.9% | -1,068.7% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling