-49.7%
NRG vs RIG
+43.0%
-92.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -7.6% | -5.9% | -12.8% |
| 7D | -13.7% | -18.8% | +5.1% | -12.4% |
| 30D | -13.6% | -1.1% | -12.5% | -13.4% |
| 3M | -28.5% | +4.4% | -32.9% | -29.0% |
| 6M | -45.8% | -20.8% | -25.0% | -44.7% |
| YTD | -46.9% | +32.0% | -78.9% | -52.3% |
| 1Y | -49.7% | +39.7% | -89.5% | -55.5% |
| All | -49.7% | +43.0% | -92.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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