-49.7%
NRG vs RRX
+30.0%
-79.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.6% | -9.9% | -12.2% |
| 7D | -13.7% | +7.6% | -21.4% | -15.9% |
| 30D | -13.6% | +7.5% | -21.1% | -15.7% |
| 3M | -28.5% | -21.0% | -7.5% | -23.9% |
| 6M | -45.8% | -18.1% | -27.7% | -43.8% |
| YTD | -46.9% | +24.3% | -71.2% | -51.8% |
| 1Y | -49.7% | +29.3% | -79.0% | -54.8% |
| All | -49.7% | +30.0% | -79.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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