+171.2%
INTC vs NRG
+203.5%
-32.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +7.5% | -4.7% | +12.1% | +9.2% |
| 30D | +2.0% | -6.0% | +7.9% | +3.9% |
| 3M | -12.0% | -8.0% | -4.0% | -10.7% |
| 6M | +114.5% | -23.2% | +137.7% | +131.4% |
| YTD | +179.0% | -28.1% | +207.0% | +206.2% |
| 1Y | +318.3% | -27.3% | +345.6% | +356.5% |
| 3Y | +171.2% | +208.7% | -37.4% | +77.4% |
| All | +171.2% | +203.5% | -32.3% | +77.4% |
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