+50.4%
RSP vs NRG
+183.6%
-133.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -3.1% | -0.2% | -3.0% | -3.2% |
| 30D | -3.4% | -6.8% | +3.4% | -2.4% |
| 3M | +3.6% | -7.1% | +10.7% | +3.9% |
| 6M | +9.0% | -27.6% | +36.5% | +13.7% |
| YTD | +12.2% | -29.2% | +41.4% | +17.1% |
| 1Y | +15.6% | -29.9% | +45.5% | +20.3% |
| 3Y | +51.6% | +198.7% | -147.0% | +2.3% |
| 5Y | +50.4% | +192.9% | -142.5% | +1.1% |
| All | +50.4% | +183.6% | -133.2% | +1.1% |
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