-49.7%
NRG vs RGEN
+19.5%
-69.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -13.7% | -3.5% | -10.2% | -13.4% |
| 30D | -13.6% | -6.0% | -7.6% | -13.1% |
| 3M | -28.5% | +19.0% | -47.5% | -31.3% |
| 6M | -45.8% | +50.7% | -96.5% | -51.0% |
| YTD | -46.9% | +8.8% | -55.7% | -48.6% |
| 1Y | -49.7% | +21.3% | -71.0% | -52.3% |
| All | -49.7% | +19.5% | -69.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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