-74.7%
NKE vs NRG
+194.8%
-269.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.2% | -4.7% | +0.5% | -3.4% |
| 30D | -8.2% | -6.0% | -2.2% | -7.4% |
| 3M | -19.1% | -8.0% | -11.1% | -18.8% |
| 6M | -32.6% | -23.2% | -9.5% | -30.6% |
| YTD | -40.7% | -28.1% | -12.7% | -38.3% |
| 1Y | -48.9% | -27.3% | -21.6% | -47.2% |
| 3Y | -59.2% | +208.7% | -267.9% | -74.0% |
| All | -74.7% | +194.8% | -269.5% | -83.6% |
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