+1,464.0%
NRG vs RMD
+2,704.1%
-1,240.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -0.2% | -4.2% | +4.0% | +1.2% |
| 30D | -6.8% | -2.1% | -4.7% | -6.2% |
| 3M | -7.1% | +13.8% | -20.9% | -11.9% |
| 6M | -27.6% | -10.6% | -16.9% | -25.6% |
| YTD | -29.2% | -8.1% | -21.1% | -28.2% |
| 1Y | -29.9% | -18.0% | -11.9% | -26.4% |
| 3Y | +198.7% | +52.9% | +145.8% | +144.7% |
| 5Y | +192.9% | -22.3% | +215.2% | +197.1% |
| 10Y | +1,084.1% | +274.8% | +809.4% | +529.9% |
| All | +1,464.0% | +2,704.1% | -1,240.1% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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