+5.2%
LOW vs NRG
+194.8%
-189.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -3.7% | -4.7% | +0.9% | -3.1% |
| 30D | -8.9% | -6.0% | -2.9% | -8.2% |
| 3M | -10.4% | -8.0% | -2.5% | -10.2% |
| 6M | -19.4% | -23.2% | +3.8% | -17.2% |
| YTD | -17.1% | -28.1% | +10.9% | -14.1% |
| 1Y | -26.3% | -27.3% | +1.0% | -24.2% |
| 3Y | -9.9% | +208.7% | -218.5% | -39.4% |
| All | +5.2% | +194.8% | -189.6% | -28.8% |
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