-37.1%
DOW vs NRG
+194.8%
-232.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -1.4% | -4.7% | +3.3% | -0.6% |
| 30D | -3.9% | -6.0% | +2.0% | -3.1% |
| 3M | -12.7% | -8.0% | -4.7% | -12.5% |
| 6M | -13.7% | -23.2% | +9.5% | -11.0% |
| YTD | +28.4% | -28.1% | +56.4% | +33.5% |
| 1Y | +21.8% | -27.3% | +49.0% | +26.0% |
| 3Y | -35.7% | +208.7% | -244.4% | -57.2% |
| All | -37.1% | +194.8% | -232.0% | -57.3% |
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