-49.7%
NRG vs S
+36.5%
-86.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.6% | -15.2% | -13.4% |
| 7D | -13.7% | -8.2% | -5.5% | -14.0% |
| 30D | -13.6% | -7.6% | -5.9% | -13.9% |
| 3M | -28.5% | +12.0% | -40.5% | -27.8% |
| 6M | -45.8% | +50.6% | -96.3% | -45.7% |
| YTD | -46.9% | +56.6% | -103.5% | -47.2% |
| 1Y | -49.7% | +39.2% | -89.0% | -48.8% |
| All | -49.7% | +36.5% | -86.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling