+415.9%
INTC vs NRG
+1,484.6%
-1,068.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -4.7% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | +2.7% | -6.8% | +9.5% | +4.5% |
| 3M | -6.3% | -7.1% | +0.9% | -5.1% |
| 6M | +114.5% | -27.6% | +142.0% | +132.1% |
| YTD | +171.9% | -29.2% | +201.1% | +195.7% |
| 1Y | +305.0% | -29.9% | +334.9% | +340.5% |
| 3Y | +168.3% | +198.7% | -30.3% | +91.3% |
| 5Y | +102.3% | +192.9% | -90.6% | +42.5% |
| 10Y | +249.4% | +1,084.1% | -834.8% | +64.3% |
| All | +415.9% | +1,484.6% | -1,068.6% | +138.0% |
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 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