+431.7%
NRG vs RNG
+302.4%
+129.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.1% |
| 7D | -0.2% | -9.6% | +9.4% | +0.9% |
| 30D | -6.8% | +8.8% | -15.6% | -7.9% |
| 3M | -7.1% | +78.6% | -85.8% | -14.4% |
| 6M | -27.6% | +70.3% | -97.8% | -33.4% |
| YTD | -29.2% | +140.3% | -169.5% | -38.6% |
| 1Y | -29.9% | +126.6% | -156.5% | -38.9% |
| 3Y | +198.7% | +120.2% | +78.4% | +153.2% |
| 5Y | +192.9% | -68.3% | +261.2% | +207.9% |
| 10Y | +1,084.1% | +220.6% | +863.5% | +691.2% |
| All | +431.7% | +302.4% | +129.3% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling