-49.7%
NRG vs COMP
+23.8%
-73.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.7% | -21.2% | -14.2% |
| 7D | -13.7% | +9.5% | -23.2% | -14.6% |
| 30D | -13.6% | +8.1% | -21.6% | -14.5% |
| 3M | -28.5% | -16.3% | -12.2% | -27.2% |
| 6M | -45.8% | +42.2% | -88.0% | -47.9% |
| YTD | -46.9% | -5.0% | -41.9% | -48.6% |
| 1Y | -49.7% | +20.1% | -69.8% | -52.8% |
| All | -49.7% | +23.8% | -73.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling