+203.7%
NRG vs ROP
-19.1%
+222.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.2% |
| 7D | -0.2% | -8.0% | +7.8% | 0.0% |
| 30D | -6.8% | -2.7% | -4.1% | -6.8% |
| 3M | -7.1% | +16.6% | -23.7% | -9.2% |
| 6M | -27.6% | +10.4% | -37.9% | -28.5% |
| YTD | -29.2% | -12.1% | -17.1% | -24.9% |
| 1Y | -29.9% | -23.6% | -6.3% | -20.9% |
| All | +203.7% | -19.1% | +222.9% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling