+1,575.9%
NRG vs ROL
+2,281.2%
-705.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.4% |
| 7D | +9.3% | -3.4% | +12.7% | +10.5% |
| 30D | +1.3% | -6.9% | +8.2% | +3.6% |
| 3M | -6.0% | -24.6% | +18.6% | +2.5% |
| 6M | -22.0% | -39.5% | +17.6% | -8.5% |
| YTD | -24.1% | -41.1% | +17.0% | -10.7% |
| 1Y | -18.0% | -37.9% | +19.9% | -5.9% |
| 3Y | +220.0% | +0.8% | +219.2% | +203.7% |
| 5Y | +201.1% | -4.7% | +205.8% | +185.3% |
| 10Y | +1,085.1% | +207.9% | +877.2% | +605.5% |
| All | +1,575.9% | +2,281.2% | -705.3% | +478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling