-49.7%
NRG vs ROP
+10.4%
-60.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.9% | -17.5% | -11.8% |
| 7D | -13.7% | +11.7% | -25.4% | -9.4% |
| 30D | -13.6% | +35.5% | -49.0% | -1.6% |
| 3M | -28.5% | +25.6% | -54.2% | -21.2% |
| 6M | -45.8% | +39.3% | -85.0% | -37.3% |
| YTD | -46.9% | +11.6% | -58.6% | -44.1% |
| 1Y | -49.7% | +10.6% | -60.3% | -46.7% |
| All | -49.7% | +10.4% | -60.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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