-30.2%
NRG vs Q
+71.3%
-101.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.9% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -1.4% | -11.1% | +9.7% | +2.0% |
| 3M | -10.5% | -22.1% | +11.7% | -4.5% |
| 6M | -26.7% | +0.5% | -27.2% | -28.7% |
| YTD | -24.5% | +47.8% | -72.3% | -32.9% |
| All | -30.2% | +71.3% | -101.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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