+1,567.2%
NRG vs RBA
+1,512.3%
+54.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +7.1% | -2.9% | +10.0% | +8.1% |
| 30D | -1.4% | -12.3% | +10.9% | +2.5% |
| 3M | -10.5% | -20.5% | +10.1% | -4.8% |
| 6M | -26.7% | -18.5% | -8.2% | -22.8% |
| YTD | -24.5% | -18.2% | -6.3% | -21.1% |
| 1Y | -18.6% | -27.5% | +8.9% | -11.7% |
| 3Y | +227.1% | +38.1% | +189.1% | +183.9% |
| 5Y | +198.8% | +44.8% | +154.0% | +146.7% |
| 10Y | +1,122.3% | +187.1% | +935.1% | +650.5% |
| All | +1,567.2% | +1,512.3% | +54.9% | +663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling