+14.7%
BLK vs NRG
-25.9%
+40.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.3% | -4.7% | +1.4% | -2.9% |
| 30D | -6.5% | -6.0% | -0.6% | -6.0% |
| 3M | +6.7% | -8.0% | +14.7% | +5.9% |
| 6M | +14.7% | -23.2% | +37.9% | +16.2% |
| All | +14.7% | -25.9% | +40.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling