+93.1%
ORCL vs NRG
+190.8%
-97.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.5% |
| 7D | +10.9% | +3.9% | +7.0% | +9.6% |
| 30D | +7.0% | -3.0% | +10.0% | +7.7% |
| 3M | -21.2% | -10.9% | -10.3% | -19.6% |
| 6M | +7.4% | -25.3% | +32.7% | +14.4% |
| YTD | -16.3% | -26.8% | +10.6% | -10.8% |
| 1Y | -32.3% | -23.3% | -9.0% | -28.7% |
| 3Y | +32.6% | +208.6% | -176.1% | -4.0% |
| 5Y | +93.1% | +194.1% | -101.0% | +42.5% |
| All | +93.1% | +190.8% | -97.7% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling