-18.6%
NRG vs ROP
-21.5%
+2.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.6% | +10.0% | +5.0% |
| 7D | +7.1% | -4.4% | +11.5% | +5.3% |
| 30D | -1.4% | +3.2% | -4.6% | -0.1% |
| 3M | -10.5% | +23.1% | -33.5% | -3.2% |
| 6M | -26.7% | +13.3% | -40.0% | -22.4% |
| YTD | -24.5% | -7.9% | -16.7% | -25.2% |
| 1Y | -18.6% | -22.1% | +3.5% | -19.8% |
| All | -18.6% | -21.5% | +2.9% | -19.8% |
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