-49.7%
NRG vs ALL
+42.7%
-92.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.9% | -16.4% | -12.5% |
| 7D | -13.7% | +7.5% | -21.3% | -11.5% |
| 30D | -13.6% | +19.7% | -33.3% | -8.2% |
| 3M | -28.5% | +2.9% | -31.4% | -27.7% |
| 6M | -45.8% | +23.5% | -69.3% | -42.0% |
| YTD | -46.9% | +31.1% | -78.1% | -42.2% |
| 1Y | -49.7% | +40.5% | -90.2% | -44.1% |
| All | -49.7% | +42.7% | -92.4% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling