+193.5%
NRG vs ALB
-48.5%
+242.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.2% |
| 7D | -4.7% | -6.6% | +2.0% | -3.6% |
| 30D | -6.0% | -8.1% | +2.2% | -4.8% |
| 3M | -8.0% | -25.7% | +17.7% | -3.7% |
| 6M | -23.2% | -29.5% | +6.3% | -19.3% |
| YTD | -28.1% | -16.2% | -11.8% | -26.9% |
| 1Y | -27.3% | +59.2% | -86.5% | -34.0% |
| 3Y | +208.7% | -33.7% | +242.4% | +201.5% |
| All | +193.5% | -48.5% | +242.0% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling