+192.9%
NRG vs ALL
+113.6%
+79.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.8% |
| 30D | -6.8% | -3.6% | -3.2% | -6.1% |
| 3M | -7.1% | +13.2% | -20.3% | -10.9% |
| 6M | -27.6% | +22.5% | -50.1% | -32.3% |
| YTD | -29.2% | +22.7% | -51.9% | -34.2% |
| 1Y | -29.9% | +28.3% | -58.2% | -36.1% |
| 3Y | +198.7% | +152.0% | +46.6% | +104.1% |
| 5Y | +192.9% | +115.4% | +77.5% | +122.4% |
| All | +192.9% | +113.6% | +79.3% | +122.4% |
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