-49.7%
NRG vs NOC
-7.1%
-42.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.5% | -9.0% | -12.8% |
| 7D | -13.7% | -5.0% | -8.8% | -12.9% |
| 30D | -13.6% | +10.3% | -23.9% | -14.3% |
| 3M | -28.5% | -4.3% | -24.2% | -27.6% |
| 6M | -45.8% | -6.5% | -39.3% | -44.5% |
| YTD | -46.9% | -6.7% | -40.2% | -45.5% |
| 1Y | -49.7% | -7.5% | -42.2% | -48.3% |
| All | -49.7% | -7.1% | -42.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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