+235.4%
NRG vs ROIV
+276.5%
-41.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +10.0% | +1.7% | +8.3% | +9.8% |
| 30D | -3.2% | +17.6% | -20.8% | -4.7% |
| 3M | -18.5% | +9.0% | -27.5% | -19.3% |
| 6M | -25.3% | +35.3% | -60.6% | -27.6% |
| YTD | -38.1% | +82.2% | -120.3% | -41.5% |
| 1Y | -40.7% | +92.3% | -133.0% | -44.2% |
| 3Y | +121.8% | +336.8% | -215.0% | +96.9% |
| 5Y | +209.2% | +370.6% | -161.4% | +163.7% |
| All | +235.4% | +276.5% | -41.1% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling