-24.0%
NKE vs NRG
+1,083.9%
-1,107.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.2% | -4.7% | +0.5% | -3.2% |
| 30D | -8.2% | -6.0% | -2.2% | -7.2% |
| 3M | -19.1% | -8.0% | -11.1% | -18.7% |
| 6M | -32.6% | -23.2% | -9.5% | -30.2% |
| YTD | -40.7% | -28.1% | -12.7% | -37.9% |
| 1Y | -48.9% | -27.3% | -21.6% | -46.9% |
| 3Y | -59.2% | +208.7% | -267.9% | -72.4% |
| 5Y | -75.3% | +197.7% | -273.0% | -83.5% |
| All | -24.0% | +1,083.9% | -1,107.9% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling