-28.4%
NRG vs AR
+20.7%
-49.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -6.8% | +3.5% | -10.3% | -6.9% |
| 3M | -7.1% | +9.9% | -17.0% | -7.4% |
| 6M | -27.6% | +4.5% | -32.1% | -28.0% |
| YTD | -29.2% | +13.7% | -42.9% | -30.6% |
| All | -28.4% | +20.7% | -49.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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