+4.4%
GOOGL vs NRG
-50.8%
+55.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.5% | +16.7% | +3.8% |
| 7D | -11.1% | -13.7% | +2.7% | -10.5% |
| 30D | -16.6% | -13.6% | -3.0% | -16.1% |
| 3M | -23.4% | -28.5% | +5.1% | -22.1% |
| 6M | -24.5% | -45.8% | +21.3% | -21.2% |
| YTD | -7.5% | -46.9% | +39.4% | -3.0% |
| 1Y | +4.4% | -49.7% | +54.1% | +10.0% |
| All | +4.4% | -50.8% | +55.2% | +10.0% |
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