+284.9%
IR vs NRG
+856.5%
-571.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +0.6% | +9.3% | -8.6% | -2.1% |
| 30D | -13.6% | +1.3% | -14.9% | -14.2% |
| 3M | +3.7% | -6.0% | +9.7% | +4.2% |
| 6M | -13.1% | -22.0% | +8.9% | -8.0% |
| YTD | -5.1% | -24.1% | +19.0% | +0.7% |
| 1Y | -6.5% | -18.0% | +11.6% | -4.1% |
| 3Y | +8.5% | +220.0% | -211.5% | -34.9% |
| 5Y | +43.3% | +201.1% | -157.8% | -14.2% |
| All | +284.9% | +856.5% | -571.6% | +73.5% |
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