+906.8%
ON vs NRG
+1,537.4%
-630.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.3% |
| 7D | -1.9% | +3.9% | -5.7% | -3.5% |
| 30D | -11.0% | -3.0% | -8.1% | -10.3% |
| 3M | -39.3% | -10.9% | -28.4% | -37.3% |
| 6M | +19.8% | -25.3% | +45.1% | +31.5% |
| YTD | +31.1% | -26.8% | +57.9% | +44.1% |
| 1Y | +46.0% | -23.3% | +69.3% | +56.7% |
| 3Y | -27.5% | +208.6% | -236.1% | -58.4% |
| 5Y | +56.9% | +194.1% | -137.2% | -9.7% |
| 10Y | +591.8% | +1,123.6% | -531.8% | +121.2% |
| All | +906.8% | +1,537.4% | -630.6% | +265.5% |
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 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