+208.7%
NRG vs ALL
+152.0%
+56.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.6% |
| 7D | -4.7% | -2.3% | -2.4% | -4.6% |
| 30D | -6.0% | -0.4% | -5.5% | -6.0% |
| 3M | -8.0% | +16.0% | -24.0% | -9.8% |
| 6M | -23.2% | +24.6% | -47.7% | -25.6% |
| YTD | -28.1% | +23.7% | -51.7% | -30.5% |
| 1Y | -27.3% | +27.7% | -55.0% | -30.4% |
| 3Y | +208.7% | +150.2% | +58.4% | +155.6% |
| All | +208.7% | +152.0% | +56.7% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling