-49.7%
NRG vs RBA
-2.0%
-47.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.1% | -15.6% | -13.5% |
| 7D | -13.7% | +12.7% | -26.4% | -14.1% |
| 30D | -13.6% | +15.5% | -29.1% | -14.0% |
| 3M | -28.5% | -14.0% | -14.5% | -27.2% |
| 6M | -45.8% | -8.8% | -36.9% | -45.6% |
| YTD | -46.9% | -6.9% | -40.0% | -48.9% |
| 1Y | -49.7% | -3.0% | -46.7% | -51.9% |
| All | -49.7% | -2.0% | -47.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling