-18.6%
NRG vs BIDU
+1.5%
-20.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.6% |
| 7D | +7.1% | +2.4% | +4.7% | +6.6% |
| 30D | -1.4% | -10.5% | +9.1% | +0.5% |
| 3M | -10.5% | -26.2% | +15.8% | -5.6% |
| 6M | -26.7% | -16.4% | -10.3% | -25.6% |
| YTD | -24.5% | -23.9% | -0.7% | -22.0% |
| 1Y | -18.6% | +1.3% | -19.8% | -14.6% |
| All | -18.6% | +1.5% | -20.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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