+213.9%
NRG vs REPL
-27.0%
+240.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.6% |
| 7D | +3.9% | -9.6% | +13.4% | +3.9% |
| 30D | -3.0% | +5.7% | -8.7% | -3.0% |
| 3M | -10.9% | +56.4% | -67.3% | -11.6% |
| 6M | -25.3% | +67.4% | -92.7% | -26.1% |
| YTD | -26.8% | +48.7% | -75.5% | -27.5% |
| 1Y | -23.3% | +148.3% | -171.6% | -25.5% |
| All | +213.9% | -27.0% | +240.9% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling