-49.7%
NRG vs RUN
-53.7%
+4.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.3% | -14.8% | -13.7% |
| 7D | -13.7% | +18.5% | -32.2% | -16.1% |
| 30D | -13.6% | +15.5% | -29.1% | -15.7% |
| 3M | -28.5% | -20.3% | -8.2% | -26.6% |
| 6M | -45.8% | -30.8% | -15.0% | -43.5% |
| YTD | -46.9% | -52.2% | +5.3% | -44.1% |
| 1Y | -49.7% | -53.9% | +4.2% | -47.2% |
| All | -49.7% | -53.7% | +4.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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