+213.9%
NRG vs S
+13.6%
+200.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | +3.9% | -1.2% | +5.1% | +4.0% |
| 30D | -3.0% | -12.6% | +9.6% | -1.3% |
| 3M | -10.9% | +27.6% | -38.5% | -15.7% |
| 6M | -25.3% | +35.5% | -60.7% | -30.9% |
| YTD | -26.8% | +29.6% | -56.4% | -32.0% |
| 1Y | -23.3% | +8.1% | -31.4% | -26.0% |
| All | +213.9% | +13.6% | +200.2% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling