-30.5%
BABA vs NRG
+190.8%
-221.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.3% |
| 7D | -2.2% | +3.9% | -6.0% | -2.8% |
| 30D | -17.3% | -3.0% | -14.3% | -17.0% |
| 3M | -7.8% | -10.9% | +3.1% | -6.8% |
| 6M | -16.8% | -25.3% | +8.5% | -13.5% |
| YTD | -24.7% | -26.8% | +2.2% | -21.6% |
| 1Y | -24.9% | -23.3% | -1.7% | -22.8% |
| 3Y | +29.1% | +208.6% | -179.5% | -6.6% |
| 5Y | -30.5% | +194.1% | -224.7% | -49.8% |
| All | -30.5% | +190.8% | -221.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling