+20.6%
NXPI vs NRG
+194.8%
-174.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.0% |
| 7D | +3.9% | -4.7% | +8.5% | +5.4% |
| 30D | +1.4% | -6.0% | +7.3% | +3.0% |
| 3M | -21.5% | -8.0% | -13.6% | -20.8% |
| 6M | +19.4% | -23.2% | +42.6% | +26.3% |
| YTD | +9.9% | -28.1% | +38.0% | +18.3% |
| 1Y | +7.9% | -27.3% | +35.2% | +14.8% |
| 3Y | +22.7% | +208.7% | -186.0% | -33.1% |
| All | +20.6% | +194.8% | -174.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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