+193.5%
NRG vs RRX
+17.8%
+175.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -4.7% | -0.3% | -4.3% | -4.5% |
| 30D | -6.0% | -6.1% | +0.2% | -3.9% |
| 3M | -8.0% | -23.1% | +15.1% | -1.1% |
| 6M | -23.2% | -19.5% | -3.6% | -19.2% |
| YTD | -28.1% | +16.1% | -44.1% | -33.5% |
| 1Y | -27.3% | +12.9% | -40.2% | -32.5% |
| 3Y | +208.7% | +7.9% | +200.7% | +179.4% |
| All | +193.5% | +17.8% | +175.6% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling