+1,489.3%
NRG vs TROW
+853.0%
+636.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -4.7% | -3.2% | -1.5% | -3.4% |
| 30D | -6.0% | -4.6% | -1.4% | -4.1% |
| 3M | -8.0% | -0.7% | -7.3% | -8.4% |
| 6M | -23.2% | +22.2% | -45.4% | -30.1% |
| YTD | -28.1% | +6.6% | -34.7% | -30.8% |
| 1Y | -27.3% | +5.8% | -33.1% | -29.9% |
| 3Y | +208.7% | +11.6% | +197.0% | +187.3% |
| 5Y | +197.7% | -38.9% | +236.6% | +243.9% |
| 10Y | +1,103.3% | +128.5% | +974.8% | +669.8% |
| All | +1,489.3% | +853.0% | +636.4% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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