+193.5%
NRG vs RIG
+59.7%
+133.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.9% |
| 7D | -4.7% | -3.1% | -1.6% | -4.3% |
| 30D | -6.0% | -0.5% | -5.4% | -6.0% |
| 3M | -8.0% | -6.0% | -2.0% | -7.5% |
| 6M | -23.2% | -10.1% | -13.0% | -22.9% |
| YTD | -28.1% | +37.3% | -65.3% | -32.6% |
| 1Y | -27.3% | +73.9% | -101.2% | -34.6% |
| 3Y | +208.7% | -30.2% | +238.8% | +198.4% |
| All | +193.5% | +59.7% | +133.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling