-18.6%
NRG vs ALL
+28.3%
-46.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.8% | +5.9% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -1.4% | -1.5% | +0.1% | -1.8% |
| 3M | -10.5% | +23.6% | -34.1% | -4.0% |
| 6M | -26.7% | +22.3% | -49.1% | -21.6% |
| YTD | -24.5% | +26.5% | -51.0% | -18.3% |
| 1Y | -18.6% | +27.0% | -45.6% | -10.3% |
| All | -18.6% | +28.3% | -46.9% | -10.3% |
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