+45.4%
ORCL vs NRG
+217.3%
-171.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +10.4% | +21.7% | -11.3% | +3.5% |
| 30D | -11.2% | -8.1% | -3.2% | -9.2% |
| 3M | -16.8% | -18.3% | +1.6% | -12.0% |
| 6M | -31.5% | -28.0% | -3.5% | -25.8% |
| YTD | -33.9% | -37.5% | +3.6% | -26.3% |
| 1Y | -43.3% | -41.1% | -2.2% | -35.4% |
| 3Y | +16.5% | +126.6% | -110.1% | -9.9% |
| 5Y | +45.4% | +212.3% | -166.9% | +0.1% |
| All | +45.4% | +217.3% | -171.9% | +0.1% |
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