-28.0%
ORCL vs NRG
-18.6%
-9.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | +1.2% |
| 7D | +5.3% | +7.1% | -1.9% | +3.1% |
| 30D | +10.0% | -1.4% | +11.4% | +10.2% |
| 3M | -32.6% | -10.5% | -22.1% | -31.5% |
| 6M | +4.9% | -26.7% | +31.7% | +14.6% |
| YTD | -17.8% | -24.5% | +6.8% | -13.7% |
| 1Y | -28.0% | -18.6% | -9.4% | -38.5% |
| All | -28.0% | -18.6% | -9.4% | -38.5% |
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 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