+1,516.1%
NRG vs NDAQ
+3,902.1%
-2,386.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +3.9% | -1.6% | +5.4% | +4.3% |
| 30D | -3.0% | -1.5% | -1.5% | -2.6% |
| 3M | -10.9% | +8.0% | -19.0% | -13.8% |
| 6M | -25.3% | +7.7% | -33.0% | -27.9% |
| YTD | -26.8% | -2.3% | -24.5% | -27.5% |
| 1Y | -23.3% | +0.6% | -23.9% | -24.9% |
| 3Y | +208.6% | +90.9% | +117.7% | +144.1% |
| 5Y | +194.1% | +52.5% | +141.7% | +147.6% |
| 10Y | +1,123.6% | +380.3% | +743.3% | +611.7% |
| All | +1,516.1% | +3,902.1% | -2,386.0% | +541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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