+6.5%
IR vs NRG
+203.5%
-197.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.5% | -4.7% | +0.2% | -3.4% |
| 30D | -13.9% | -6.0% | -8.0% | -12.9% |
| 3M | -0.3% | -8.0% | +7.6% | +0.4% |
| 6M | -14.3% | -23.2% | +8.8% | -10.2% |
| YTD | -7.9% | -28.1% | +20.2% | -2.3% |
| 1Y | -9.9% | -27.3% | +17.4% | -5.3% |
| 3Y | +6.5% | +208.7% | -202.1% | -33.7% |
| All | +6.5% | +203.5% | -197.0% | -33.7% |
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