+239.0%
NRG vs RVMD
+620.8%
-381.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | -0.2% | -3.6% | +3.4% | +0.2% |
| 30D | -6.8% | -1.1% | -5.7% | -6.7% |
| 3M | -7.1% | +41.0% | -48.2% | -10.8% |
| 6M | -27.6% | +105.7% | -133.3% | -33.9% |
| YTD | -29.2% | +155.3% | -184.5% | -37.4% |
| 1Y | -29.9% | +402.7% | -432.6% | -43.1% |
| 3Y | +198.7% | +533.1% | -334.4% | +130.6% |
| 5Y | +192.9% | +583.5% | -390.6% | +114.9% |
| All | +239.0% | +620.8% | -381.8% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling