-49.7%
NRG vs ROIV
+97.8%
-147.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.1% | -19.6% | -14.6% |
| 7D | -13.7% | +3.0% | -16.7% | -14.2% |
| 30D | -13.6% | +6.8% | -20.4% | -14.8% |
| 3M | -28.5% | +10.5% | -39.0% | -30.6% |
| 6M | -45.8% | +34.8% | -80.6% | -50.6% |
| YTD | -46.9% | +76.2% | -123.1% | -54.8% |
| 1Y | -49.7% | +92.4% | -142.1% | -58.2% |
| All | -49.7% | +97.8% | -147.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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