-18.6%
NRG vs RGEN
+45.2%
-63.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.6% |
| 7D | +7.1% | -4.9% | +12.0% | +7.9% |
| 30D | -1.4% | +5.7% | -7.1% | -2.4% |
| 3M | -10.5% | +32.4% | -42.9% | -15.2% |
| 6M | -26.7% | +33.2% | -59.9% | -31.5% |
| YTD | -24.5% | +2.3% | -26.8% | -26.6% |
| 1Y | -18.6% | +39.0% | -57.6% | -19.4% |
| All | -18.6% | +45.2% | -63.8% | -19.4% |
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