-49.7%
NRG vs RVTY
+74.0%
-123.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.5% | -11.0% | -12.9% |
| 7D | -13.7% | -3.6% | -10.2% | -13.0% |
| 30D | -13.6% | +1.4% | -14.9% | -13.8% |
| 3M | -28.5% | +43.2% | -71.7% | -34.7% |
| 6M | -45.8% | +84.5% | -130.3% | -52.8% |
| YTD | -46.9% | +65.2% | -112.1% | -52.7% |
| 1Y | -49.7% | +74.3% | -124.0% | -54.5% |
| All | -49.7% | +74.0% | -123.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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