+1,489.3%
NRG vs ROK
+1,911.4%
-422.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | -4.7% | -1.2% | -3.4% | -4.1% |
| 30D | -6.0% | -4.8% | -1.2% | -3.7% |
| 3M | -8.0% | -6.1% | -1.9% | -4.8% |
| 6M | -23.2% | +15.5% | -38.6% | -28.0% |
| YTD | -28.1% | +11.2% | -39.2% | -31.5% |
| 1Y | -27.3% | +23.8% | -51.1% | -34.2% |
| 3Y | +208.7% | +53.1% | +155.5% | +145.2% |
| 5Y | +197.7% | +48.3% | +149.4% | +132.0% |
| 10Y | +1,103.3% | +357.4% | +746.0% | +420.6% |
| All | +1,489.3% | +1,911.4% | -422.0% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling