+1,065.2%
NRG vs RRC
+4.9%
+1,060.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -4.7% | -1.8% | -2.9% | -4.4% |
| 30D | -6.0% | +2.7% | -8.6% | -6.4% |
| 3M | -8.0% | +8.8% | -16.8% | -9.4% |
| 6M | -23.2% | -1.2% | -22.0% | -23.3% |
| YTD | -28.1% | +17.6% | -45.6% | -30.4% |
| 1Y | -27.3% | +18.4% | -45.7% | -29.9% |
| 3Y | +208.7% | +33.1% | +175.6% | +192.7% |
| 5Y | +197.7% | +148.2% | +49.5% | +153.2% |
| All | +1,065.2% | +4.9% | +1,060.3% | +1,137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling