+880.4%
LOW vs NRG
+1,484.6%
-604.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -11.1% | -6.8% | -4.4% | -9.9% |
| 3M | -8.5% | -7.1% | -1.4% | -8.2% |
| 6M | -20.8% | -27.6% | +6.7% | -16.5% |
| YTD | -17.2% | -29.2% | +12.0% | -12.7% |
| 1Y | -24.7% | -29.9% | +5.2% | -21.0% |
| 3Y | -9.7% | +198.7% | -208.4% | -36.6% |
| 5Y | +6.0% | +192.9% | -186.9% | -26.5% |
| 10Y | +230.5% | +1,084.1% | -853.7% | +61.1% |
| All | +880.4% | +1,484.6% | -604.2% | +346.9% |
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