+202.7%
NRG vs REPL
-54.7%
+257.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.5% |
| 7D | +3.9% | -9.6% | +13.4% | +4.0% |
| 30D | -3.0% | +5.7% | -8.7% | -3.1% |
| 3M | -10.9% | +56.4% | -67.3% | -12.1% |
| 6M | -25.3% | +67.4% | -92.7% | -27.2% |
| YTD | -26.8% | +48.7% | -75.5% | -28.6% |
| 1Y | -23.3% | +148.3% | -171.6% | -27.4% |
| 3Y | +208.6% | -26.7% | +235.3% | +192.1% |
| All | +202.7% | -54.7% | +257.3% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling