-13.6%
BKNG vs NRG
-50.8%
+37.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -13.5% | +23.3% | +9.0% |
| 7D | +15.6% | -13.7% | +29.3% | +14.7% |
| 30D | +8.0% | -13.6% | +21.6% | +7.1% |
| 3M | -11.8% | -28.5% | +16.7% | -12.6% |
| 6M | +3.8% | -45.8% | +49.5% | +2.2% |
| YTD | -19.6% | -46.9% | +27.3% | -20.6% |
| 1Y | -13.6% | -49.7% | +36.1% | -14.6% |
| All | -13.6% | -50.8% | +37.2% | -14.6% |
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