+1,489.3%
NRG vs RSG
+1,969.0%
-479.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -6.0% | +4.0% | -9.9% | -8.2% |
| 3M | -8.0% | +7.4% | -15.3% | -12.4% |
| 6M | -23.2% | +0.1% | -23.3% | -24.3% |
| YTD | -28.1% | +6.0% | -34.1% | -31.8% |
| 1Y | -27.3% | -3.0% | -24.3% | -27.7% |
| 3Y | +208.7% | +56.5% | +152.2% | +120.8% |
| 5Y | +197.7% | +90.9% | +106.7% | +84.0% |
| 10Y | +1,103.3% | +428.7% | +674.6% | +283.4% |
| All | +1,489.3% | +1,969.0% | -479.6% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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