+1,065.2%
NRG vs RBA
+206.5%
+858.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.6% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | -2.9% | -3.0% | -5.4% |
| 3M | -8.0% | -20.9% | +13.0% | -2.9% |
| 6M | -23.2% | -17.7% | -5.5% | -19.9% |
| YTD | -28.1% | -18.2% | -9.9% | -25.3% |
| 1Y | -27.3% | -29.1% | +1.8% | -21.5% |
| 3Y | +208.7% | +29.5% | +179.1% | +177.9% |
| 5Y | +197.7% | +40.2% | +157.4% | +155.4% |
| All | +1,065.2% | +206.5% | +858.7% | +579.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling