+13,449.8%
GOOG vs NRG
+1,018.6%
+12,431.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | 0.0% | -4.7% | +4.7% | +1.1% |
| 30D | -2.0% | -6.0% | +4.0% | -0.9% |
| 3M | -5.9% | -8.0% | +2.1% | -5.3% |
| 6M | +8.9% | -23.2% | +32.1% | +13.5% |
| YTD | +7.1% | -28.1% | +35.2% | +12.7% |
| 1Y | +39.7% | -27.3% | +66.9% | +45.9% |
| 3Y | +145.8% | +208.7% | -62.8% | +74.4% |
| 5Y | +138.6% | +197.7% | -59.0% | +68.0% |
| 10Y | +791.5% | +1,103.3% | -311.8% | +333.3% |
| All | +13,449.8% | +1,018.6% | +12,431.1% | +6,247.1% |
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