+1,177.9%
ORCL vs NRG
+1,284.9%
-107.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +8.0% | +10.0% | -2.0% | +5.2% |
| 30D | -4.0% | -3.2% | -0.7% | -3.5% |
| 3M | -19.5% | -18.5% | -1.0% | -15.4% |
| 6M | -33.5% | -25.3% | -8.2% | -29.3% |
| YTD | -34.8% | -38.1% | +3.3% | -28.0% |
| 1Y | -41.6% | -40.7% | -0.9% | -34.8% |
| 3Y | +13.8% | +121.8% | -108.0% | -11.8% |
| 5Y | +43.4% | +209.2% | -165.9% | 0.0% |
| 10Y | +268.8% | +981.4% | -712.5% | +76.6% |
| All | +1,177.9% | +1,284.9% | -107.0% | +513.3% |
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