+350.6%
NRG vs REPL
-6.0%
+356.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.1% | +6.5% |
| 7D | +7.1% | -3.0% | +10.1% | +7.2% |
| 30D | -1.4% | +27.1% | -28.6% | -2.3% |
| 3M | -10.5% | +52.4% | -62.8% | -12.9% |
| 6M | -26.7% | +107.4% | -134.2% | -31.8% |
| YTD | -24.5% | +54.7% | -79.3% | -28.9% |
| 1Y | -18.6% | +158.9% | -177.4% | -27.0% |
| 3Y | +227.1% | -23.7% | +250.9% | +185.7% |
| 5Y | +198.8% | -54.3% | +253.1% | +165.9% |
| All | +350.6% | -6.0% | +356.6% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling