+134.1%
BP vs NRG
+1,083.9%
-949.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +5.2% | -4.7% | +9.9% | +6.3% |
| 30D | +8.7% | -6.0% | +14.7% | +9.8% |
| 3M | +9.3% | -8.0% | +17.3% | +10.2% |
| 6M | +13.6% | -23.2% | +36.7% | +18.2% |
| YTD | +37.7% | -28.1% | +65.7% | +44.7% |
| 1Y | +40.6% | -27.3% | +67.9% | +46.3% |
| 3Y | +40.3% | +208.7% | -168.3% | -10.6% |
| 5Y | +141.4% | +197.7% | -56.2% | +51.9% |
| All | +134.1% | +1,083.9% | -949.8% | +15.3% |
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 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