+232.7%
BP vs NRG
+1,537.4%
-1,304.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.8% |
| 7D | +4.0% | +3.9% | +0.1% | +2.7% |
| 30D | +7.8% | -3.0% | +10.8% | +8.3% |
| 3M | +8.4% | -10.9% | +19.3% | +10.4% |
| 6M | +15.1% | -25.3% | +40.3% | +22.0% |
| YTD | +36.4% | -26.8% | +63.3% | +44.5% |
| 1Y | +40.9% | -23.3% | +64.2% | +45.6% |
| 3Y | +38.8% | +208.6% | -169.8% | -16.0% |
| 5Y | +141.1% | +194.1% | -53.1% | +44.2% |
| 10Y | +133.9% | +1,123.6% | -989.7% | -20.7% |
| All | +232.7% | +1,537.4% | -1,304.7% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling