+192.9%
NRG vs ROL
-4.5%
+197.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.2% | -3.2% | +3.1% | +0.3% |
| 30D | -6.8% | -6.6% | -0.2% | -5.8% |
| 3M | -7.1% | -27.3% | +20.2% | -2.4% |
| 6M | -27.6% | -38.1% | +10.5% | -21.6% |
| YTD | -29.2% | -41.8% | +12.6% | -22.7% |
| 1Y | -29.9% | -37.8% | +7.9% | -24.9% |
| 3Y | +198.7% | -0.3% | +199.0% | +176.1% |
| 5Y | +192.9% | -5.1% | +198.0% | +158.8% |
| All | +192.9% | -4.5% | +197.4% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling