-27.3%
NRG vs ROL
-37.8%
+10.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | -4.7% | -3.2% | -1.5% | -5.3% |
| 30D | -6.0% | -4.9% | -1.1% | -6.8% |
| 3M | -8.0% | -25.8% | +17.9% | -12.3% |
| 6M | -23.2% | -37.6% | +14.4% | -28.6% |
| YTD | -28.1% | -41.5% | +13.4% | -33.1% |
| 1Y | -27.3% | -39.5% | +12.2% | -29.8% |
| All | -27.3% | -37.8% | +10.5% | -29.8% |
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