+209.9%
BKNG vs NRG
+1,065.0%
-855.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.2% |
| 7D | -10.7% | -0.2% | -10.5% | -10.7% |
| 30D | -18.1% | -6.8% | -11.3% | -17.0% |
| 3M | +8.5% | -7.1% | +15.7% | +8.8% |
| 6M | -0.1% | -27.6% | +27.5% | +5.2% |
| YTD | -18.2% | -29.2% | +11.0% | -14.0% |
| 1Y | -19.9% | -29.9% | +10.0% | -16.2% |
| 3Y | +41.6% | +198.7% | -157.1% | -4.7% |
| 5Y | +93.1% | +192.9% | -99.8% | +28.3% |
| All | +209.9% | +1,065.0% | -855.1% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling