-25.3%
NRG vs BB
+127.9%
-153.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -3.5% |
| 7D | +3.9% | +1.8% | +2.0% | +3.7% |
| 30D | -3.0% | -12.2% | +9.3% | -2.2% |
| 3M | -10.9% | -12.3% | +1.4% | -9.7% |
| 6M | -25.3% | +122.7% | -148.0% | -26.1% |
| All | -25.3% | +127.9% | -153.2% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling