-25.7%
RKT vs NRG
+307.2%
-332.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.9% |
| 7D | -1.0% | +3.9% | -4.8% | -1.9% |
| 30D | -2.4% | -3.0% | +0.6% | -1.8% |
| 3M | +1.9% | -10.9% | +12.8% | +3.4% |
| 6M | -13.9% | -25.3% | +11.4% | -9.0% |
| YTD | -30.6% | -26.8% | -3.8% | -26.5% |
| 1Y | -34.4% | -23.3% | -11.1% | -31.7% |
| 3Y | +38.2% | +208.6% | -170.4% | -10.5% |
| 5Y | -9.7% | +194.1% | -203.8% | -41.4% |
| All | -25.7% | +307.2% | -332.9% | -55.8% |
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