+133.1%
INTC vs NRG
-22.9%
+156.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +3.2% |
| 7D | +18.0% | +3.9% | +14.1% | +16.1% |
| 30D | +8.9% | -3.0% | +11.9% | +10.0% |
| 3M | -1.6% | -10.9% | +9.4% | +0.1% |
| 6M | +133.1% | -25.3% | +158.4% | +163.9% |
| All | +133.1% | -22.9% | +156.0% | +163.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling