+192.9%
NRG vs RBA
+36.6%
+156.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.5% |
| 30D | -6.8% | -9.8% | +3.0% | -4.8% |
| 3M | -7.1% | -23.5% | +16.3% | -2.4% |
| 6M | -27.6% | -21.5% | -6.0% | -24.4% |
| YTD | -29.2% | -21.2% | -8.0% | -26.6% |
| 1Y | -29.9% | -30.2% | +0.3% | -25.2% |
| 3Y | +198.7% | +25.3% | +173.3% | +177.7% |
| 5Y | +192.9% | +35.1% | +157.8% | +164.3% |
| All | +192.9% | +36.6% | +156.3% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling