-49.7%
NRG vs RL
+34.3%
-84.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.5% | -18.0% | -15.0% |
| 7D | -13.7% | +5.8% | -19.5% | -15.7% |
| 30D | -13.6% | +12.7% | -26.3% | -17.7% |
| 3M | -28.5% | +9.3% | -37.9% | -31.2% |
| 6M | -45.8% | +16.9% | -62.7% | -49.4% |
| YTD | -46.9% | +17.5% | -64.4% | -51.1% |
| 1Y | -49.7% | +34.6% | -84.4% | -56.7% |
| All | -49.7% | +34.3% | -84.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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