+1,516.1%
NRG vs RGEN
+3,268.4%
-1,752.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.3% |
| 7D | +3.9% | -4.6% | +8.4% | +4.5% |
| 30D | -3.0% | +1.2% | -4.1% | -3.2% |
| 3M | -10.9% | +26.8% | -37.7% | -14.0% |
| 6M | -25.3% | +29.1% | -54.3% | -28.3% |
| YTD | -26.8% | +0.7% | -27.6% | -27.5% |
| 1Y | -23.3% | +39.1% | -62.4% | -27.3% |
| 3Y | +208.6% | +2.2% | +206.4% | +196.8% |
| 5Y | +194.1% | -44.0% | +238.1% | +196.1% |
| 10Y | +1,123.6% | +412.7% | +710.8% | +836.0% |
| All | +1,516.1% | +3,268.4% | -1,752.3% | +842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling