-11.4%
RKT vs NRG
+194.8%
-206.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -1.9% | -8.0% | +6.1% | -1.3% |
| 6M | -13.0% | -23.2% | +10.2% | -8.5% |
| YTD | -31.9% | -28.1% | -3.9% | -27.5% |
| 1Y | -37.6% | -27.3% | -10.3% | -34.1% |
| 3Y | +36.8% | +208.7% | -171.8% | -20.6% |
| All | -11.4% | +194.8% | -206.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling