+1,489.3%
NRG vs NYT
+92.6%
+1,396.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -6.0% | +4.6% | -10.5% | -7.0% |
| 3M | -8.0% | -9.6% | +1.6% | -6.5% |
| 6M | -23.2% | -14.0% | -9.2% | -21.3% |
| YTD | -28.1% | -2.8% | -25.2% | -28.7% |
| 1Y | -27.3% | +15.6% | -42.9% | -31.2% |
| 3Y | +208.7% | +56.3% | +152.3% | +164.4% |
| 5Y | +197.7% | +39.5% | +158.1% | +156.1% |
| 10Y | +1,103.3% | +488.0% | +615.3% | +577.9% |
| All | +1,489.3% | +92.6% | +1,396.8% | +686.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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