-52.9%
ORCL vs NRG
-27.1%
-25.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.1% | -6.8% | +11.9% | +6.5% |
| 3M | -23.7% | -7.1% | -16.6% | -23.8% |
| 6M | +3.1% | -27.6% | +30.6% | +8.5% |
| YTD | -20.8% | -29.2% | +8.4% | -17.2% |
| 1Y | -52.9% | -29.9% | -23.0% | -50.8% |
| All | -52.9% | -27.1% | -25.8% | -50.8% |
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