+1,065.2%
NRG vs ROL
+211.6%
+853.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -3.2% | -1.5% | -3.8% |
| 30D | -6.0% | -4.9% | -1.1% | -4.7% |
| 3M | -8.0% | -25.8% | +17.9% | -0.4% |
| 6M | -23.2% | -37.6% | +14.4% | -12.6% |
| YTD | -28.1% | -41.5% | +13.4% | -16.9% |
| 1Y | -27.3% | -39.5% | +12.2% | -17.4% |
| 3Y | +208.7% | +0.1% | +208.5% | +188.4% |
| 5Y | +197.7% | -4.6% | +202.2% | +176.4% |
| All | +1,065.2% | +211.6% | +853.5% | +663.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling