+309.1%
NRG vs ROIV
+232.7%
+76.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.3% |
| 7D | +7.1% | +0.6% | +6.5% | +7.1% |
| 30D | -1.4% | +1.0% | -2.4% | -1.5% |
| 3M | -10.5% | +18.3% | -28.7% | -11.9% |
| 6M | -26.7% | +18.3% | -45.1% | -28.0% |
| YTD | -24.5% | +61.0% | -85.5% | -27.7% |
| 1Y | -18.6% | +177.9% | -196.4% | -25.2% |
| 3Y | +227.1% | +199.1% | +28.1% | +196.6% |
| 5Y | +198.8% | +250.7% | -51.9% | +170.4% |
| All | +309.1% | +232.7% | +76.4% | +280.1% |
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