-27.1%
RKT vs NRG
+300.4%
-327.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -6.3% | -4.7% | -1.6% | -5.2% |
| 30D | -6.2% | -6.0% | -0.2% | -5.0% |
| 3M | -1.9% | -8.0% | +6.1% | -1.3% |
| 6M | -13.0% | -23.2% | +10.2% | -8.7% |
| YTD | -31.9% | -28.1% | -3.9% | -27.6% |
| 1Y | -37.6% | -27.3% | -10.3% | -34.2% |
| 3Y | +36.8% | +208.7% | -171.8% | -11.6% |
| 5Y | -9.7% | +197.7% | -207.4% | -41.5% |
| All | -27.1% | +300.4% | -327.5% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling