+205.8%
RSP vs NRG
+1,083.9%
-878.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.9% |
| 30D | -2.8% | -6.0% | +3.2% | -1.7% |
| 3M | +2.8% | -8.0% | +10.8% | +3.5% |
| 6M | +10.2% | -23.2% | +33.4% | +14.7% |
| YTD | +13.1% | -28.1% | +41.1% | +18.9% |
| 1Y | +14.8% | -27.3% | +42.0% | +19.7% |
| 3Y | +52.6% | +208.7% | -156.0% | +2.0% |
| 5Y | +51.6% | +197.7% | -146.0% | +0.3% |
| All | +205.8% | +1,083.9% | -878.1% | +62.8% |
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 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