+629.3%
ON vs NRG
+1,083.9%
-454.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.8% |
| 7D | +2.4% | -4.7% | +7.0% | +4.4% |
| 30D | -8.6% | -6.0% | -2.7% | -6.5% |
| 3M | -34.3% | -8.0% | -26.4% | -33.1% |
| 6M | +28.5% | -23.2% | +51.7% | +40.2% |
| YTD | +40.6% | -28.1% | +68.7% | +56.5% |
| 1Y | +55.3% | -27.3% | +82.6% | +71.2% |
| 3Y | -22.2% | +208.7% | -230.8% | -59.4% |
| 5Y | +62.4% | +197.7% | -135.3% | -15.5% |
| All | +629.3% | +1,083.9% | -454.6% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling