+52.4%
RSP vs NRG
+208.6%
-156.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.5% |
| 7D | -1.8% | +3.9% | -5.7% | -2.3% |
| 30D | -2.5% | -3.0% | +0.4% | -2.3% |
| 3M | +3.0% | -10.9% | +13.9% | +3.8% |
| 6M | +8.9% | -25.3% | +34.2% | +12.0% |
| YTD | +13.0% | -26.8% | +39.8% | +16.2% |
| 1Y | +16.2% | -23.3% | +39.5% | +18.2% |
| All | +52.4% | +208.6% | -156.2% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling