+27.4%
O vs NRG
+203.5%
-176.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.8% |
| 30D | -4.5% | -6.0% | +1.4% | -4.4% |
| 3M | -2.6% | -8.0% | +5.3% | -2.6% |
| 6M | -5.6% | -23.2% | +17.5% | -5.2% |
| YTD | +9.3% | -28.1% | +37.3% | +9.9% |
| 1Y | +4.3% | -27.3% | +31.6% | +4.9% |
| 3Y | +27.4% | +208.7% | -181.2% | -0.4% |
| All | +27.4% | +203.5% | -176.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling