-18.6%
NRG vs ROL
-35.4%
+16.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.5% |
| 7D | +7.1% | -1.4% | +8.5% | +6.8% |
| 30D | -1.4% | -4.1% | +2.7% | -2.2% |
| 3M | -10.5% | -22.5% | +12.0% | -14.5% |
| 6M | -26.7% | -37.7% | +10.9% | -32.9% |
| YTD | -24.5% | -39.6% | +15.0% | -30.1% |
| 1Y | -18.6% | -36.0% | +17.5% | -21.7% |
| All | -18.6% | -35.4% | +16.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling