+201.1%
NRG vs RF
+89.9%
+111.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +9.3% | +2.7% | +6.6% | +8.1% |
| 30D | +1.3% | -3.4% | +4.6% | +2.6% |
| 3M | -6.0% | +6.4% | -12.3% | -8.7% |
| 6M | -22.0% | +13.4% | -35.4% | -26.2% |
| YTD | -24.1% | +14.2% | -38.4% | -28.7% |
| 1Y | -18.0% | +15.7% | -33.7% | -23.6% |
| 3Y | +220.0% | +91.3% | +128.7% | +143.0% |
| 5Y | +201.1% | +89.8% | +111.4% | +132.4% |
| All | +201.1% | +89.9% | +111.2% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling