+241.2%
NRG vs S
-57.8%
+299.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +9.3% | -5.8% | +15.1% | +9.8% |
| 30D | +1.3% | -9.2% | +10.5% | +1.9% |
| 3M | -6.0% | +23.4% | -29.4% | -8.2% |
| 6M | -22.0% | +36.9% | -58.9% | -24.9% |
| YTD | -24.1% | +29.5% | -53.7% | -26.8% |
| 1Y | -18.0% | +5.4% | -23.5% | -19.4% |
| 3Y | +220.0% | +14.7% | +205.3% | +211.6% |
| 5Y | +201.1% | -71.5% | +272.6% | +190.3% |
| All | +241.2% | -57.8% | +299.0% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling