-29.8%
NRG vs Q
+75.3%
-105.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | +9.3% | +6.7% | +2.5% | +7.1% |
| 30D | +1.3% | -10.6% | +11.9% | +4.7% |
| 3M | -6.0% | -14.6% | +8.6% | -2.8% |
| 6M | -22.0% | +12.1% | -34.0% | -26.5% |
| YTD | -24.1% | +51.3% | -75.4% | -33.0% |
| All | -29.8% | +75.3% | -105.1% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling