+1,516.1%
NRG vs RIG
-69.3%
+1,585.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +3.9% | -8.2% | +12.1% | +5.6% |
| 30D | -3.0% | -0.2% | -2.8% | -3.1% |
| 3M | -10.9% | -2.7% | -8.2% | -11.0% |
| 6M | -25.3% | -7.5% | -17.8% | -25.3% |
| YTD | -26.8% | +38.3% | -65.1% | -33.0% |
| 1Y | -23.3% | +81.8% | -105.1% | -34.2% |
| 3Y | +208.6% | -30.2% | +238.8% | +207.0% |
| 5Y | +194.1% | +59.9% | +134.2% | +122.2% |
| 10Y | +1,123.6% | -41.9% | +1,165.5% | +669.9% |
| All | +1,516.1% | -69.3% | +1,585.4% | +1,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling