+193.5%
NRG vs ROP
-16.2%
+209.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -4.6% | -0.1% | -3.7% |
| 30D | -6.0% | -1.7% | -4.3% | -5.8% |
| 3M | -8.0% | +17.1% | -25.0% | -12.7% |
| 6M | -23.2% | +10.9% | -34.0% | -26.1% |
| YTD | -28.1% | -12.1% | -16.0% | -24.6% |
| 1Y | -27.3% | -24.2% | -3.0% | -18.4% |
| 3Y | +208.7% | -20.4% | +229.0% | +235.0% |
| All | +193.5% | -16.2% | +209.6% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling