-40.4%
BABA vs NRG
-41.3%
+0.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -13.8% | +10.0% | -23.7% | -14.2% |
| 30D | -15.1% | -3.2% | -11.9% | -14.9% |
| 3M | -22.7% | -18.5% | -4.2% | -21.3% |
| 6M | -34.7% | -25.3% | -9.4% | -33.4% |
| YTD | -35.0% | -38.1% | +3.1% | -31.2% |
| 1Y | -40.4% | -40.7% | +0.3% | -36.2% |
| All | -40.4% | -41.3% | +0.8% | -36.2% |
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