-29.9%
NRG vs ROIV
+203.5%
-233.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -0.2% | +19.0% | -19.1% | -4.1% |
| 30D | -6.8% | +16.1% | -22.9% | -10.0% |
| 3M | -7.1% | +44.1% | -51.2% | -15.3% |
| 6M | -27.6% | +37.8% | -65.4% | -33.7% |
| YTD | -29.2% | +88.7% | -117.9% | -38.7% |
| 1Y | -29.9% | +197.3% | -227.2% | -36.7% |
| All | -29.9% | +203.5% | -233.4% | -36.7% |
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