-27.3%
NRG vs RBA
-27.6%
+0.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.5% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | -2.9% | -3.0% | -5.9% |
| 3M | -8.0% | -20.9% | +13.0% | -7.6% |
| 6M | -23.2% | -17.7% | -5.5% | -23.4% |
| YTD | -28.1% | -18.2% | -9.9% | -28.3% |
| 1Y | -27.3% | -29.1% | +1.8% | -31.9% |
| All | -27.3% | -27.6% | +0.4% | -31.9% |
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