+1,195.8%
ORCL vs NRG
+1,298.5%
-102.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +10.4% | +21.7% | -11.3% | +4.5% |
| 30D | -11.2% | -8.1% | -3.2% | -9.5% |
| 3M | -16.8% | -18.3% | +1.6% | -12.6% |
| 6M | -31.5% | -28.0% | -3.5% | -26.5% |
| YTD | -33.9% | -37.5% | +3.6% | -27.2% |
| 1Y | -43.3% | -41.1% | -2.2% | -36.5% |
| 3Y | +16.5% | +126.6% | -110.1% | -10.2% |
| 5Y | +45.4% | +212.3% | -166.9% | +1.2% |
| 10Y | +274.0% | +992.0% | -717.9% | +78.6% |
| All | +1,195.8% | +1,298.5% | -102.7% | +520.3% |
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