+846.9%
RSP vs NRG
+1,598.0%
-751.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -0.4% | +9.3% | -9.6% | -2.7% |
| 30D | -1.5% | +1.3% | -2.8% | -2.1% |
| 3M | +4.8% | -6.0% | +10.8% | +5.0% |
| 6M | +10.3% | -22.0% | +32.2% | +15.1% |
| YTD | +14.1% | -24.1% | +38.2% | +19.3% |
| 1Y | +17.0% | -18.0% | +35.0% | +18.9% |
| 3Y | +54.2% | +220.0% | -165.8% | +0.5% |
| 5Y | +51.5% | +201.1% | -149.6% | -1.7% |
| 10Y | +204.4% | +1,085.1% | -880.7% | +25.2% |
| All | +846.9% | +1,598.0% | -751.0% | +273.8% |
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