+149.6%
GOOGL vs NRG
+203.5%
-53.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | 0.0% | -4.7% | +4.7% | +0.7% |
| 30D | -1.4% | -6.0% | +4.6% | -0.6% |
| 3M | -5.3% | -8.0% | +2.6% | -5.1% |
| 6M | +9.8% | -23.2% | +32.9% | +13.3% |
| YTD | +8.4% | -28.1% | +36.4% | +12.6% |
| 1Y | +41.2% | -27.3% | +68.5% | +46.0% |
| 3Y | +149.6% | +208.7% | -59.1% | +77.6% |
| All | +149.6% | +203.5% | -53.9% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling