+213.9%
NRG vs AR
+44.6%
+169.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +3.9% | -1.2% | +5.0% | +4.2% |
| 30D | -3.0% | +5.5% | -8.5% | -4.6% |
| 3M | -10.9% | +12.9% | -23.8% | -14.5% |
| 6M | -25.3% | +0.1% | -25.4% | -26.2% |
| YTD | -26.8% | +13.5% | -40.4% | -31.5% |
| 1Y | -23.3% | +21.6% | -44.9% | -30.7% |
| All | +213.9% | +44.6% | +169.3% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling