+6.8%
BABA vs NRG
+313.1%
-306.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.6% | -7.1% |
| 7D | -12.7% | +21.7% | -34.4% | -15.5% |
| 30D | -14.9% | -8.1% | -6.8% | -14.2% |
| 3M | -24.6% | -18.3% | -6.3% | -22.8% |
| 6M | -29.3% | -28.0% | -1.3% | -26.7% |
| YTD | -35.0% | -37.5% | +2.5% | -31.3% |
| 1Y | -39.7% | -41.1% | +1.4% | -35.7% |
| 3Y | +21.2% | +126.6% | -105.4% | -0.7% |
| 5Y | -39.9% | +212.3% | -252.2% | -53.8% |
| 10Y | +7.8% | +992.0% | -984.1% | -31.4% |
| All | +6.8% | +313.1% | -306.3% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling