+1,567.2%
NRG vs RL
+1,455.7%
+111.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +5.8% |
| 7D | +7.1% | -0.8% | +7.9% | +7.4% |
| 30D | -1.4% | -7.8% | +6.4% | +1.1% |
| 3M | -10.5% | -4.0% | -6.5% | -9.5% |
| 6M | -26.7% | -1.9% | -24.9% | -26.7% |
| YTD | -24.5% | -0.2% | -24.4% | -25.0% |
| 1Y | -18.6% | +10.7% | -29.2% | -21.9% |
| 3Y | +227.1% | +210.8% | +16.4% | +127.9% |
| 5Y | +198.8% | +238.2% | -39.5% | +96.0% |
| 10Y | +1,122.3% | +313.4% | +808.9% | +582.6% |
| All | +1,567.2% | +1,455.7% | +111.5% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling