-47.4%
NKE vs NRG
-18.6%
-28.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.0% |
| 7D | -2.0% | +7.1% | -9.1% | -2.1% |
| 30D | -8.6% | -1.4% | -7.2% | -8.5% |
| 3M | -11.0% | -10.5% | -0.6% | -11.1% |
| 6M | -33.2% | -26.7% | -6.5% | -32.9% |
| YTD | -38.1% | -24.5% | -13.6% | -37.6% |
| 1Y | -47.4% | -18.6% | -28.8% | -47.2% |
| All | -47.4% | -18.6% | -28.8% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling