+11.7%
BABA vs NRG
+971.7%
-960.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -13.8% | +10.0% | -23.7% | -15.3% |
| 30D | -15.1% | -3.2% | -11.9% | -15.1% |
| 3M | -22.7% | -18.5% | -4.2% | -20.6% |
| 6M | -34.7% | -25.3% | -9.4% | -32.4% |
| YTD | -35.0% | -38.1% | +3.1% | -30.8% |
| 1Y | -40.4% | -40.7% | +0.3% | -36.1% |
| 3Y | +21.9% | +121.8% | -99.8% | -3.7% |
| 5Y | -39.9% | +209.2% | -249.1% | -56.2% |
| All | +11.7% | +971.7% | -960.0% | -33.9% |
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