-18.6%
NRG vs RF
+16.9%
-35.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +7.1% | +1.3% | +5.8% | +6.7% |
| 30D | -1.4% | -3.6% | +2.2% | -0.6% |
| 3M | -10.5% | +8.1% | -18.5% | -13.3% |
| 6M | -26.7% | +11.5% | -38.2% | -30.0% |
| YTD | -24.5% | +15.6% | -40.1% | -28.9% |
| 1Y | -18.6% | +15.7% | -34.2% | -23.6% |
| All | -18.6% | +16.9% | -35.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling