+919.6%
NRG vs RACE
+647.6%
+272.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +7.1% |
| 7D | +7.1% | -2.5% | +9.6% | +8.0% |
| 30D | -1.4% | +0.8% | -2.2% | -1.8% |
| 3M | -10.5% | +17.2% | -27.6% | -16.0% |
| 6M | -26.7% | +13.6% | -40.3% | -30.8% |
| YTD | -24.5% | +12.2% | -36.7% | -28.7% |
| 1Y | -18.6% | -16.3% | -2.3% | -15.0% |
| 3Y | +227.1% | +36.4% | +190.7% | +174.1% |
| 5Y | +198.8% | +95.0% | +103.8% | +110.2% |
| 10Y | +1,122.3% | +813.2% | +309.0% | +317.0% |
| All | +919.6% | +647.6% | +272.0% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling