-25.3%
NRG vs NTAP
+87.9%
-113.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -3.7% |
| 7D | +3.9% | +2.2% | +1.7% | +4.0% |
| 30D | -3.0% | -7.0% | +4.1% | -3.5% |
| 3M | -10.9% | +12.3% | -23.2% | -10.5% |
| 6M | -25.3% | +85.1% | -110.4% | -25.7% |
| All | -25.3% | +87.9% | -113.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 6mo: compounded portfolio wealth divided by compounded NTAP 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…
6mo analysis · Full analysis span regression · 6 months rolling