+463.9%
NRG vs AR
-27.2%
+491.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.5% |
| 7D | +7.1% | +2.5% | +4.6% | +6.6% |
| 30D | -1.4% | +14.8% | -16.2% | -4.0% |
| 3M | -10.5% | +6.2% | -16.7% | -11.7% |
| 6M | -26.7% | +4.3% | -31.0% | -27.9% |
| YTD | -24.5% | +14.4% | -38.9% | -27.2% |
| 1Y | -18.6% | +21.3% | -39.9% | -22.6% |
| 3Y | +227.1% | +39.8% | +187.3% | +201.3% |
| 5Y | +198.8% | +142.1% | +56.7% | +142.5% |
| 10Y | +1,122.3% | +52.0% | +1,070.2% | +1,080.4% |
| All | +463.9% | -27.2% | +491.1% | +522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling