+885.6%
O vs NRG
+1,510.3%
-624.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -2.9% | -4.7% | +1.8% | -1.8% |
| 30D | -4.5% | -6.0% | +1.4% | -3.4% |
| 3M | -2.6% | -8.0% | +5.3% | -2.0% |
| 6M | -5.6% | -23.2% | +17.5% | -1.7% |
| YTD | +9.3% | -28.1% | +37.3% | +15.0% |
| 1Y | +4.3% | -27.3% | +31.6% | +8.7% |
| 3Y | +27.4% | +208.7% | -181.2% | -14.9% |
| 5Y | +17.1% | +197.7% | -180.6% | -23.0% |
| 10Y | +53.7% | +1,103.3% | -1,049.6% | -32.2% |
| All | +885.6% | +1,510.3% | -624.7% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling