-49.7%
NRG vs RVMD
+244.4%
-294.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.8% | -16.3% | -13.6% |
| 7D | -13.7% | +5.8% | -19.5% | -13.9% |
| 30D | -13.6% | -3.8% | -9.7% | -13.4% |
| 3M | -28.5% | +3.2% | -31.7% | -28.7% |
| 6M | -45.8% | +35.0% | -80.8% | -46.8% |
| YTD | -46.9% | +150.7% | -197.7% | -45.8% |
| 1Y | -49.7% | +241.0% | -290.7% | -53.7% |
| All | -49.7% | +244.4% | -294.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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