+1,575.9%
NRG vs ALL
+969.2%
+606.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.5% |
| 7D | +9.3% | -1.7% | +11.0% | +10.0% |
| 30D | +1.3% | -4.7% | +6.0% | +3.2% |
| 3M | -6.0% | +18.4% | -24.4% | -13.8% |
| 6M | -22.0% | +20.5% | -42.5% | -29.4% |
| YTD | -24.1% | +23.5% | -47.7% | -32.6% |
| 1Y | -18.0% | +29.0% | -47.0% | -29.0% |
| 3Y | +220.0% | +153.7% | +66.3% | +97.0% |
| 5Y | +201.1% | +114.8% | +86.3% | +95.9% |
| 10Y | +1,085.1% | +356.1% | +729.0% | +431.2% |
| All | +1,575.9% | +969.2% | +606.7% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling