+1,065.2%
NRG vs BIDU
-48.7%
+1,113.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -4.7% | -8.1% | +3.4% | -3.4% |
| 30D | -6.0% | -12.8% | +6.9% | -4.0% |
| 3M | -8.0% | -21.3% | +13.3% | -4.7% |
| 6M | -23.2% | -27.0% | +3.8% | -19.9% |
| YTD | -28.1% | -30.0% | +2.0% | -24.6% |
| 1Y | -27.3% | -18.3% | -9.0% | -26.0% |
| 3Y | +208.7% | -33.8% | +242.5% | +216.4% |
| 5Y | +197.7% | -44.3% | +242.0% | +200.0% |
| All | +1,065.2% | -48.7% | +1,113.8% | +876.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling