+203.7%
NRG vs ALB
-31.4%
+235.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.7% |
| 7D | -0.2% | -7.6% | +7.4% | +1.1% |
| 30D | -6.8% | -5.6% | -1.2% | -6.1% |
| 3M | -7.1% | -16.8% | +9.7% | -4.8% |
| 6M | -27.6% | -26.3% | -1.3% | -24.6% |
| YTD | -29.2% | -13.2% | -16.0% | -28.4% |
| 1Y | -29.9% | +68.8% | -98.7% | -36.3% |
| All | +203.7% | -31.4% | +235.1% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling