-27.3%
NRG vs ALL
+29.5%
-56.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.9% |
| 7D | -4.7% | -2.3% | -2.4% | -5.5% |
| 30D | -6.0% | -0.4% | -5.5% | -6.1% |
| 3M | -8.0% | +16.0% | -24.0% | -3.4% |
| 6M | -23.2% | +24.6% | -47.7% | -17.3% |
| YTD | -28.1% | +23.7% | -51.7% | -22.7% |
| 1Y | -27.3% | +27.7% | -55.0% | -20.1% |
| All | -27.3% | +29.5% | -56.8% | -20.1% |
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