-27.3%
NRG vs RPRX
+65.1%
-92.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | -4.7% | -8.4% | +3.7% | -4.2% |
| 30D | -6.0% | -0.6% | -5.3% | -5.8% |
| 3M | -8.0% | +6.4% | -14.4% | -8.2% |
| 6M | -23.2% | +26.6% | -49.8% | -24.8% |
| YTD | -28.1% | +53.8% | -81.8% | -29.6% |
| 1Y | -27.3% | +62.8% | -90.1% | -27.8% |
| All | -27.3% | +65.1% | -92.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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