-27.6%
NRG vs Q
+8.8%
-36.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.7% |
| 7D | -0.2% | +4.1% | -4.3% | -1.4% |
| 30D | -6.8% | -10.7% | +3.9% | -3.5% |
| 3M | -7.1% | -11.7% | +4.6% | -6.0% |
| 6M | -27.6% | +8.3% | -35.9% | -32.4% |
| All | -27.6% | +8.8% | -36.4% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling