+163.1%
RTX vs NRG
+194.8%
-31.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -1.5% | -4.7% | +3.1% | -0.9% |
| 30D | -11.0% | -6.0% | -5.0% | -10.3% |
| 3M | +7.7% | -8.0% | +15.6% | +8.1% |
| 6M | -3.9% | -23.2% | +19.3% | -1.2% |
| YTD | +9.0% | -28.1% | +37.0% | +12.8% |
| 1Y | +27.3% | -27.3% | +54.5% | +30.8% |
| 3Y | +172.9% | +208.7% | -35.7% | +97.4% |
| All | +163.1% | +194.8% | -31.7% | +93.1% |
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