+121.8%
NRG vs ALB
-14.4%
+136.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +10.0% | -5.8% | +15.7% | +11.0% |
| 30D | -3.2% | -4.5% | +1.3% | -2.7% |
| 3M | -18.5% | -28.1% | +9.6% | -14.3% |
| 6M | -25.3% | -53.2% | +27.9% | -15.9% |
| YTD | -38.1% | -33.3% | -4.8% | -34.8% |
| 1Y | -40.7% | -17.4% | -23.3% | -39.7% |
| 3Y | +121.8% | -14.1% | +135.9% | +100.6% |
| All | +121.8% | -14.4% | +136.2% | +100.6% |
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