+202.7%
NRG vs ROIV
+319.4%
-116.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.6% |
| 7D | +3.9% | +22.3% | -18.5% | +1.9% |
| 30D | -3.0% | +16.9% | -19.8% | -4.5% |
| 3M | -10.9% | +43.9% | -54.8% | -13.9% |
| 6M | -25.3% | +41.6% | -66.9% | -27.8% |
| YTD | -26.8% | +92.7% | -119.5% | -31.1% |
| 1Y | -23.3% | +210.2% | -233.5% | -30.2% |
| 3Y | +208.6% | +231.8% | -23.2% | +176.3% |
| All | +202.7% | +319.4% | -116.7% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling