+61.9%
NRG vs RBRK
+124.5%
-62.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +2.0% |
| 7D | -4.7% | -7.5% | +2.8% | -3.6% |
| 30D | -6.0% | -10.4% | +4.5% | -4.9% |
| 3M | -8.0% | +21.3% | -29.2% | -11.7% |
| 6M | -23.2% | +50.6% | -73.8% | -30.0% |
| YTD | -28.1% | +13.3% | -41.4% | -31.1% |
| 1Y | -27.3% | +11.2% | -38.5% | -30.6% |
| All | +61.9% | +124.5% | -62.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling