+193.5%
NRG vs RVTY
-33.1%
+226.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.8% |
| 7D | -4.7% | -4.5% | -0.1% | -3.4% |
| 30D | -6.0% | +5.5% | -11.4% | -7.4% |
| 3M | -8.0% | +22.5% | -30.5% | -13.1% |
| 6M | -23.2% | +38.9% | -62.0% | -30.3% |
| YTD | -28.1% | +28.7% | -56.8% | -33.6% |
| 1Y | -27.3% | +45.5% | -72.8% | -35.4% |
| 3Y | +208.7% | +16.4% | +192.3% | +184.2% |
| All | +193.5% | -33.1% | +226.6% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling