-22.2%
ON vs NRG
+203.5%
-225.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.0% |
| 7D | +2.4% | -4.7% | +7.0% | +4.0% |
| 30D | -8.6% | -6.0% | -2.7% | -6.9% |
| 3M | -34.3% | -8.0% | -26.4% | -33.3% |
| 6M | +28.5% | -23.2% | +51.7% | +37.6% |
| YTD | +40.6% | -28.1% | +68.7% | +53.1% |
| 1Y | +55.3% | -27.3% | +82.6% | +68.1% |
| 3Y | -22.2% | +208.7% | -230.8% | -52.5% |
| All | -22.2% | +203.5% | -225.7% | -52.5% |
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