+193.5%
NRG vs RL
+232.4%
-38.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.7% | -3.4% | -1.2% | -3.4% |
| 30D | -6.0% | -14.4% | +8.5% | -0.1% |
| 3M | -8.0% | -13.6% | +5.6% | -2.9% |
| 6M | -23.2% | +0.6% | -23.7% | -24.0% |
| YTD | -28.1% | -3.6% | -24.4% | -27.7% |
| 1Y | -27.3% | +8.3% | -35.6% | -30.4% |
| 3Y | +208.7% | +204.8% | +3.9% | +116.5% |
| All | +193.5% | +232.4% | -38.9% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling