-10.2%
DOW vs NRG
+222.4%
-232.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.5% |
| 30D | -4.1% | -6.8% | +2.7% | -2.6% |
| 3M | -12.4% | -7.1% | -5.3% | -12.3% |
| 6M | -10.6% | -27.6% | +16.9% | -4.9% |
| YTD | +31.1% | -29.2% | +60.3% | +39.2% |
| 1Y | +30.5% | -29.9% | +60.4% | +38.3% |
| 3Y | -34.4% | +198.7% | -233.1% | -63.0% |
| 5Y | -35.5% | +192.9% | -228.4% | -64.5% |
| All | -10.2% | +222.4% | -232.6% | -56.7% |
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