-52.8%
NRG vs RBRK
+46.1%
-98.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.1% | +7.9% | -3.3% |
| 7D | -17.0% | -20.9% | +3.9% | -17.2% |
| 30D | -21.9% | -15.9% | -5.9% | -22.0% |
| 3M | -32.9% | +24.7% | -57.6% | -32.3% |
| 6M | -48.4% | +85.1% | -133.5% | -48.3% |
| YTD | -48.7% | +38.3% | -86.9% | -49.2% |
| 1Y | -52.8% | +46.2% | -99.0% | -52.2% |
| All | -52.8% | +46.1% | -98.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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