+213.9%
NRG vs RF
+87.8%
+126.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | -3.0% | -4.0% | +1.0% | -1.4% |
| 3M | -10.9% | +5.6% | -16.5% | -13.4% |
| 6M | -25.3% | +13.1% | -38.3% | -29.6% |
| YTD | -26.8% | +13.6% | -40.4% | -31.5% |
| 1Y | -23.3% | +16.0% | -39.2% | -29.0% |
| All | +213.9% | +87.8% | +126.1% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling