+1,014.0%
RCL vs NRG
+1,537.4%
-523.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.4% |
| 7D | -2.2% | +3.9% | -6.1% | -3.7% |
| 30D | -15.7% | -3.0% | -12.7% | -15.0% |
| 3M | -8.0% | -10.9% | +2.9% | -5.6% |
| 6M | -10.1% | -25.3% | +15.1% | -2.3% |
| YTD | -5.9% | -26.8% | +21.0% | +2.0% |
| 1Y | -23.5% | -23.3% | -0.2% | -19.9% |
| 3Y | +174.4% | +208.6% | -34.2% | +51.4% |
| 5Y | +227.1% | +194.1% | +33.0% | +80.7% |
| 10Y | +342.5% | +1,123.6% | -781.1% | +33.8% |
| All | +1,014.0% | +1,537.4% | -523.3% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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