+123.9%
NRG vs RF
+117.2%
+6.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +21.7% | +0.4% | +21.4% | +21.6% |
| 30D | -8.1% | +5.6% | -13.6% | -10.3% |
| 3M | -18.3% | -8.9% | -9.5% | -15.2% |
| 6M | -28.0% | +7.1% | -35.1% | -30.9% |
| YTD | -37.5% | +8.3% | -45.8% | -40.7% |
| 1Y | -41.1% | +16.8% | -57.9% | -46.1% |
| All | +123.9% | +117.2% | +6.8% | +67.0% |
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