+136.2%
BP vs NRG
+194.8%
-58.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +5.2% | -4.7% | +9.9% | +5.9% |
| 30D | +8.7% | -6.0% | +14.7% | +9.4% |
| 3M | +9.3% | -8.0% | +17.3% | +9.9% |
| 6M | +13.6% | -23.2% | +36.7% | +16.6% |
| YTD | +37.7% | -28.1% | +65.7% | +42.4% |
| 1Y | +40.6% | -27.3% | +67.9% | +44.4% |
| 3Y | +40.3% | +208.7% | -168.3% | -3.9% |
| All | +136.2% | +194.8% | -58.6% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling