+273.7%
IR vs NRG
+807.1%
-533.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -4.5% | -4.7% | +0.2% | -3.1% |
| 30D | -13.9% | -6.0% | -8.0% | -12.5% |
| 3M | -0.3% | -8.0% | +7.6% | +0.8% |
| 6M | -14.3% | -23.2% | +8.8% | -9.0% |
| YTD | -7.9% | -28.1% | +20.2% | -0.7% |
| 1Y | -9.9% | -27.3% | +17.4% | -4.0% |
| 3Y | +6.5% | +208.7% | -202.1% | -35.4% |
| 5Y | +34.0% | +197.7% | -163.6% | -19.6% |
| All | +273.7% | +807.1% | -533.4% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling