-18.6%
NRG vs RNG
+144.7%
-163.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.9% | +10.3% | +6.2% |
| 7D | +7.1% | +5.8% | +1.3% | +7.5% |
| 30D | -1.4% | +19.6% | -21.0% | -0.4% |
| 3M | -10.5% | +67.0% | -77.5% | -8.5% |
| 6M | -26.7% | +88.4% | -115.1% | -25.6% |
| YTD | -24.5% | +155.5% | -180.0% | -24.4% |
| 1Y | -18.6% | +141.7% | -160.2% | -18.0% |
| All | -18.6% | +144.7% | -163.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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