+203.9%
NRG vs RACE
+62.2%
+141.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | +21.7% | -4.0% | +25.7% | +23.0% |
| 30D | -8.1% | +3.5% | -11.6% | -9.2% |
| 3M | -18.3% | -0.4% | -17.9% | -18.5% |
| 6M | -28.0% | +23.2% | -51.2% | -32.7% |
| YTD | -37.5% | +11.0% | -48.5% | -40.1% |
| 1Y | -41.1% | -2.2% | -38.8% | -41.4% |
| 3Y | +126.6% | +22.5% | +104.0% | +102.6% |
| All | +203.9% | +62.2% | +141.8% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling