+201.0%
NRG vs ALL
+161.6%
+39.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +10.0% | +5.0% | +4.9% | +9.0% |
| 30D | -3.2% | +13.3% | -16.6% | -5.9% |
| 3M | -18.5% | +3.2% | -21.7% | -19.3% |
| 6M | -25.3% | +25.3% | -50.6% | -30.0% |
| YTD | -38.1% | +30.5% | -68.6% | -42.9% |
| 1Y | -40.7% | +29.2% | -69.9% | -45.2% |
| 3Y | +121.8% | +119.1% | +2.7% | +67.6% |
| All | +201.0% | +161.6% | +39.4% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling