+122.7%
SLB vs NRG
+194.8%
-72.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.5% | -4.7% | +2.2% | -1.6% |
| 30D | +7.1% | -6.0% | +13.1% | +8.3% |
| 3M | +0.6% | -8.0% | +8.6% | +1.1% |
| 6M | +17.6% | -23.2% | +40.8% | +22.4% |
| YTD | +48.5% | -28.1% | +76.5% | +56.2% |
| 1Y | +59.4% | -27.3% | +86.7% | +66.1% |
| 3Y | -0.4% | +208.7% | -209.0% | -38.2% |
| All | +122.7% | +194.8% | -72.1% | +41.5% |
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