+203.7%
NRG vs RRC
+31.5%
+172.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -6.8% | +3.0% | -9.8% | -7.9% |
| 3M | -7.1% | +7.3% | -14.4% | -10.1% |
| 6M | -27.6% | +3.6% | -31.1% | -29.5% |
| YTD | -29.2% | +19.4% | -48.6% | -35.8% |
| 1Y | -29.9% | +21.4% | -51.3% | -38.0% |
| All | +203.7% | +31.5% | +172.3% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling