+193.5%
NRG vs RNG
-68.4%
+261.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -6.1% | +1.4% | -4.3% |
| 30D | -6.0% | +9.6% | -15.6% | -6.7% |
| 3M | -8.0% | +83.3% | -91.3% | -13.1% |
| 6M | -23.2% | +77.9% | -101.1% | -27.7% |
| YTD | -28.1% | +139.9% | -168.0% | -35.0% |
| 1Y | -27.3% | +121.7% | -148.9% | -33.8% |
| 3Y | +208.7% | +121.9% | +86.8% | +174.0% |
| All | +193.5% | -68.4% | +261.8% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling