+1,065.2%
NRG vs RNG
+222.9%
+842.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -6.1% | +1.4% | -4.0% |
| 30D | -6.0% | +9.6% | -15.6% | -7.1% |
| 3M | -8.0% | +83.3% | -91.3% | -15.3% |
| 6M | -23.2% | +77.9% | -101.1% | -29.6% |
| YTD | -28.1% | +139.9% | -168.0% | -37.4% |
| 1Y | -27.3% | +121.7% | -148.9% | -36.2% |
| 3Y | +208.7% | +121.9% | +86.8% | +162.0% |
| 5Y | +197.7% | -68.4% | +266.0% | +216.4% |
| All | +1,065.2% | +222.9% | +842.3% | +532.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling