-55.2%
C vs NRG
+1,284.9%
-1,340.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +4.2% | +10.0% | -5.8% | +0.3% |
| 30D | +2.0% | -3.2% | +5.2% | +2.2% |
| 3M | -10.1% | -18.5% | +8.4% | -4.7% |
| 6M | +1.0% | -25.3% | +26.3% | +8.9% |
| YTD | +8.5% | -38.1% | +46.6% | +23.6% |
| 1Y | +25.7% | -40.7% | +66.4% | +45.2% |
| 3Y | +216.0% | +121.8% | +94.2% | +95.3% |
| 5Y | +112.3% | +209.2% | -96.9% | +10.2% |
| 10Y | +217.8% | +981.4% | -763.6% | -9.7% |
| All | -55.2% | +1,284.9% | -1,340.2% | -85.5% |
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