+294.5%
NRG vs JAAA
+29.3%
+265.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.2% | +0.1% | -0.2% | -0.4% |
| 30D | -6.8% | +0.4% | -7.2% | -7.8% |
| 3M | -7.1% | +1.2% | -8.3% | -9.8% |
| 6M | -27.6% | +2.7% | -30.2% | -32.0% |
| YTD | -29.2% | +3.2% | -32.4% | -34.3% |
| 1Y | -29.9% | +4.8% | -34.7% | -37.3% |
| 3Y | +198.7% | +19.0% | +179.7% | +140.6% |
| 5Y | +192.9% | +26.8% | +166.1% | +126.0% |
| All | +294.5% | +29.3% | +265.3% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling