+152.5%
JPM vs NRG
+194.8%
-42.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | -0.7% | -4.7% | +4.0% | +0.2% |
| 30D | -2.5% | -6.0% | +3.5% | -1.6% |
| 3M | +14.1% | -8.0% | +22.1% | +14.7% |
| 6M | +25.1% | -23.2% | +48.2% | +29.4% |
| YTD | +12.1% | -28.1% | +40.2% | +17.0% |
| 1Y | +18.8% | -27.3% | +46.1% | +23.1% |
| 3Y | +163.4% | +208.7% | -45.2% | +84.7% |
| All | +152.5% | +194.8% | -42.3% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling