+1,567.2%
NRG vs RF
+113.1%
+1,454.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +7.1% | +1.3% | +5.8% | +6.8% |
| 30D | -1.4% | -3.6% | +2.2% | -0.6% |
| 3M | -10.5% | +8.1% | -18.5% | -12.2% |
| 6M | -26.7% | +11.5% | -38.2% | -28.7% |
| YTD | -24.5% | +15.6% | -40.1% | -27.2% |
| 1Y | -18.6% | +15.7% | -34.2% | -21.6% |
| 3Y | +227.1% | +86.9% | +140.3% | +181.6% |
| 5Y | +198.8% | +89.8% | +108.9% | +153.6% |
| 10Y | +1,122.3% | +344.7% | +777.6% | +740.2% |
| All | +1,567.2% | +113.1% | +1,454.1% | +1,033.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling