+1,575.9%
NRG vs RVTY
+816.7%
+759.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.5% |
| 7D | +9.3% | +0.4% | +8.9% | +9.0% |
| 30D | +1.3% | +10.8% | -9.6% | -2.8% |
| 3M | -6.0% | +26.8% | -32.8% | -14.4% |
| 6M | -22.0% | +39.3% | -61.3% | -32.2% |
| YTD | -24.1% | +31.6% | -55.7% | -32.9% |
| 1Y | -18.0% | +47.7% | -65.7% | -31.3% |
| 3Y | +220.0% | +19.9% | +200.1% | +179.0% |
| 5Y | +201.1% | -32.3% | +233.5% | +222.0% |
| 10Y | +1,085.1% | +138.4% | +946.7% | +603.9% |
| All | +1,575.9% | +816.7% | +759.2% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling