-49.7%
NRG vs RRC
+44.7%
-94.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.5% | -10.0% | -13.4% |
| 7D | -13.7% | -6.8% | -7.0% | -13.6% |
| 30D | -13.6% | +34.7% | -48.3% | -13.0% |
| 3M | -28.5% | +31.5% | -60.0% | -28.2% |
| 6M | -45.8% | +21.8% | -67.5% | -45.3% |
| YTD | -46.9% | +48.9% | -95.8% | -46.6% |
| 1Y | -49.7% | +42.1% | -91.8% | -49.4% |
| All | -49.7% | +44.7% | -94.4% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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