+28.2%
BABA vs NRG
+398.9%
-370.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.2% |
| 7D | -4.8% | +7.1% | -11.9% | -5.9% |
| 30D | -11.9% | -1.4% | -10.5% | -11.8% |
| 3M | -9.3% | -10.5% | +1.2% | -8.3% |
| 6M | -14.2% | -26.7% | +12.5% | -10.8% |
| YTD | -22.0% | -24.5% | +2.5% | -19.5% |
| 1Y | -12.7% | -18.6% | +5.8% | -11.2% |
| 3Y | +26.7% | +227.1% | -200.5% | -1.7% |
| 5Y | -29.3% | +198.8% | -228.1% | -45.1% |
| 10Y | +21.2% | +1,122.3% | -1,101.0% | -24.2% |
| All | +28.2% | +398.9% | -370.8% | -8.3% |
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