+203.7%
NRG vs RVTY
+13.9%
+189.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | -0.2% | -7.4% | +7.2% | +1.9% |
| 30D | -6.8% | +4.5% | -11.3% | -7.9% |
| 3M | -7.1% | +19.5% | -26.6% | -11.3% |
| 6M | -27.6% | +34.1% | -61.7% | -33.1% |
| YTD | -29.2% | +25.3% | -54.5% | -33.6% |
| 1Y | -29.9% | +47.0% | -76.9% | -37.1% |
| All | +203.7% | +13.9% | +189.9% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling