+31.3%
NFLX vs NRG
+194.8%
-163.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -1.1% | -4.7% | +3.6% | -0.4% |
| 30D | +4.3% | -6.0% | +10.3% | +5.0% |
| 3M | -4.8% | -8.0% | +3.2% | -4.5% |
| 6M | -18.4% | -23.2% | +4.7% | -16.2% |
| YTD | -17.4% | -28.1% | +10.6% | -14.7% |
| 1Y | -35.7% | -27.3% | -8.4% | -34.0% |
| 3Y | +73.8% | +208.7% | -134.9% | +23.5% |
| All | +31.3% | +194.8% | -163.5% | -1.2% |
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