+212.3%
NRG vs RF
+45.4%
+166.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +21.7% | +0.4% | +21.4% | +21.6% |
| 30D | -8.1% | +5.6% | -13.6% | -10.1% |
| 3M | -18.3% | -8.9% | -9.5% | -15.5% |
| 6M | -28.0% | +7.1% | -35.1% | -30.4% |
| YTD | -37.5% | +8.3% | -45.8% | -40.2% |
| 1Y | -41.1% | +16.8% | -57.9% | -45.4% |
| 3Y | +126.6% | +115.0% | +11.6% | +65.4% |
| 5Y | +212.3% | +46.4% | +165.9% | +160.7% |
| All | +212.3% | +45.4% | +166.9% | +160.7% |
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