+115.1%
NOK vs NRG
+194.8%
-79.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +11.0% | -4.7% | +15.6% | +12.0% |
| 30D | +7.8% | -6.0% | +13.8% | +9.0% |
| 3M | -21.0% | -8.0% | -13.1% | -20.2% |
| 6M | +40.9% | -23.2% | +64.0% | +46.6% |
| YTD | +72.0% | -28.1% | +100.1% | +80.4% |
| 1Y | +140.9% | -27.3% | +168.2% | +151.3% |
| 3Y | +194.3% | +208.7% | -14.4% | +96.1% |
| All | +115.1% | +194.8% | -79.7% | +50.4% |
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