+193.5%
NRG vs ROK
+47.1%
+146.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.9% |
| 7D | -4.7% | -1.2% | -3.4% | -4.1% |
| 30D | -6.0% | -4.8% | -1.2% | -3.8% |
| 3M | -8.0% | -6.1% | -1.9% | -5.0% |
| 6M | -23.2% | +15.5% | -38.6% | -27.1% |
| YTD | -28.1% | +11.2% | -39.2% | -30.9% |
| 1Y | -27.3% | +23.8% | -51.1% | -33.0% |
| 3Y | +208.7% | +53.1% | +155.5% | +153.7% |
| All | +193.5% | +47.1% | +146.4% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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