+1,575.9%
NRG vs ROP
+1,683.6%
-107.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.0% |
| 7D | +9.3% | -5.4% | +14.7% | +12.2% |
| 30D | +1.3% | -1.6% | +2.9% | +1.8% |
| 3M | -6.0% | +18.8% | -24.8% | -15.9% |
| 6M | -22.0% | +8.2% | -30.2% | -27.3% |
| YTD | -24.1% | -10.5% | -13.7% | -22.7% |
| 1Y | -18.0% | -23.7% | +5.7% | -9.2% |
| 3Y | +220.0% | -17.9% | +237.9% | +236.3% |
| 5Y | +201.1% | -15.3% | +216.5% | +205.9% |
| 10Y | +1,085.1% | +133.4% | +951.7% | +544.9% |
| All | +1,575.9% | +1,683.6% | -107.7% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling