+1,575.9%
NRG vs RRC
+751.8%
+824.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +9.3% | -1.2% | +10.5% | +9.6% |
| 30D | +1.3% | +9.4% | -8.2% | -1.3% |
| 3M | -6.0% | +7.4% | -13.4% | -8.2% |
| 6M | -22.0% | +1.5% | -23.4% | -23.0% |
| YTD | -24.1% | +19.4% | -43.5% | -28.6% |
| 1Y | -18.0% | +24.2% | -42.3% | -24.2% |
| 3Y | +220.0% | +32.8% | +187.2% | +189.4% |
| 5Y | +201.1% | +152.9% | +48.2% | +110.8% |
| 10Y | +1,085.1% | +3.9% | +1,081.2% | +793.1% |
| All | +1,575.9% | +751.8% | +824.1% | +574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling