+1,516.1%
NRG vs A
+759.9%
+756.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.1% | -2.9% |
| 7D | +3.9% | -4.4% | +8.2% | +5.9% |
| 30D | -3.0% | -2.7% | -0.3% | -1.9% |
| 3M | -10.9% | +7.0% | -18.0% | -13.7% |
| 6M | -25.3% | +24.6% | -49.9% | -33.1% |
| YTD | -26.8% | +7.0% | -33.9% | -30.2% |
| 1Y | -23.3% | +15.6% | -38.9% | -29.7% |
| 3Y | +208.6% | +29.9% | +178.7% | +162.4% |
| 5Y | +194.1% | -15.4% | +209.5% | +195.2% |
| 10Y | +1,123.6% | +248.9% | +874.7% | +530.8% |
| All | +1,516.1% | +759.9% | +756.2% | +405.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling