-50.6%
C vs NRG
+1,589.2%
-1,639.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -2.8% |
| 7D | +3.6% | +7.1% | -3.5% | +0.8% |
| 30D | +0.1% | -1.4% | +1.5% | +0.2% |
| 3M | +2.4% | -10.5% | +12.9% | +4.9% |
| 6M | +24.9% | -26.7% | +51.7% | +36.7% |
| YTD | +19.8% | -24.5% | +44.3% | +28.5% |
| 1Y | +44.9% | -18.6% | +63.4% | +49.0% |
| 3Y | +263.0% | +227.1% | +35.8% | +94.4% |
| 5Y | +129.5% | +198.8% | -69.2% | +23.4% |
| 10Y | +291.6% | +1,122.3% | -830.7% | +6.7% |
| All | -50.6% | +1,589.2% | -1,639.7% | -85.0% |
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 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