-9.9%
IR vs NRG
-28.9%
+19.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -4.5% | -4.7% | +0.2% | -3.6% |
| 30D | -13.9% | -6.0% | -8.0% | -13.0% |
| 3M | -0.3% | -8.0% | +7.6% | -0.1% |
| 6M | -14.3% | -23.2% | +8.8% | -11.1% |
| YTD | -7.9% | -28.1% | +20.2% | -3.4% |
| 1Y | -9.9% | -27.3% | +17.4% | -5.4% |
| All | -9.9% | -28.9% | +19.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling