-49.7%
NRG vs Q
+19.7%
-69.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.1% | -13.4% | -13.5% |
| 7D | -13.7% | -3.3% | -10.5% | -12.8% |
| 30D | -13.6% | -9.7% | -3.9% | -10.9% |
| 3M | -28.5% | -16.1% | -12.4% | -24.8% |
| 6M | -45.8% | -15.7% | -30.1% | -43.8% |
| YTD | -46.9% | +45.7% | -92.7% | -53.4% |
| 1Y | -49.7% | +18.0% | -67.7% | -55.8% |
| All | -49.7% | +19.7% | -69.4% | -55.8% |
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