-49.7%
NRG vs BB
+88.0%
-137.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.0% | -20.5% | -13.9% |
| 7D | -13.7% | -6.8% | -6.9% | -13.2% |
| 30D | -13.6% | -3.5% | -10.0% | -13.4% |
| 3M | -28.5% | -1.2% | -27.3% | -28.6% |
| 6M | -45.8% | +57.0% | -102.8% | -46.1% |
| YTD | -46.9% | +131.1% | -178.1% | -51.0% |
| 1Y | -49.7% | +87.6% | -137.3% | -50.6% |
| All | -49.7% | +88.0% | -137.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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