-37.8%
U vs NRG
+347.7%
-385.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.7% |
| 7D | +4.4% | +3.9% | +0.5% | +2.9% |
| 30D | -1.3% | -3.0% | +1.7% | -0.7% |
| 3M | +49.6% | -10.9% | +60.5% | +52.2% |
| 6M | +100.2% | -25.3% | +125.5% | +114.9% |
| YTD | -3.7% | -26.8% | +23.2% | +2.8% |
| 1Y | -6.5% | -23.3% | +16.8% | -2.2% |
| 3Y | +12.9% | +208.6% | -195.7% | -35.2% |
| 5Y | -68.3% | +194.1% | -262.4% | -81.5% |
| All | -37.8% | +347.7% | -385.5% | -56.3% |
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