+143.3%
DELL vs NRG
-50.8%
+194.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -13.5% | +4.7% | -4.5% |
| 7D | -24.6% | -13.7% | -10.9% | -20.9% |
| 30D | -32.5% | -13.6% | -18.9% | -29.0% |
| 3M | -20.2% | -28.5% | +8.3% | -12.3% |
| 6M | +76.5% | -45.8% | +122.2% | +102.7% |
| YTD | +198.9% | -46.9% | +245.9% | +239.9% |
| 1Y | +143.3% | -49.7% | +193.0% | +186.6% |
| All | +143.3% | -50.8% | +194.1% | +186.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling