-49.7%
NRG vs JAAA
+4.8%
-54.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -13.7% | +0.2% | -13.9% | -14.8% |
| 30D | -13.6% | +0.4% | -14.0% | -16.6% |
| 3M | -28.5% | +1.2% | -29.7% | -35.3% |
| 6M | -45.8% | +2.3% | -48.1% | -55.0% |
| YTD | -46.9% | +3.9% | -50.8% | -58.5% |
| 1Y | -49.7% | +4.8% | -54.5% | -58.4% |
| All | -49.7% | +4.8% | -54.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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