+193.5%
NRG vs RRC
+142.3%
+51.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.0% |
| 7D | -4.7% | -2.0% | -2.6% | -4.2% |
| 30D | -6.0% | +2.4% | -8.4% | -6.6% |
| 3M | -8.0% | +8.6% | -16.5% | -10.1% |
| 6M | -23.2% | -1.4% | -21.7% | -23.4% |
| YTD | -28.1% | +17.3% | -45.3% | -31.7% |
| 1Y | -27.3% | +18.1% | -45.4% | -31.4% |
| 3Y | +208.7% | +32.8% | +175.9% | +185.3% |
| All | +193.5% | +142.3% | +51.2% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling