+47.6%
ON vs NRG
-50.8%
+98.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.5% | +11.6% | +2.5% |
| 7D | -5.8% | -13.7% | +7.9% | -1.5% |
| 30D | -17.1% | -13.6% | -3.5% | -13.6% |
| 3M | -11.8% | -28.5% | +16.7% | -2.4% |
| 6M | -30.2% | -45.8% | +15.6% | -16.8% |
| YTD | +31.6% | -46.9% | +78.5% | +56.1% |
| 1Y | +47.6% | -49.7% | +97.3% | +78.1% |
| All | +47.6% | -50.8% | +98.3% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling