+257.2%
NRG vs COMP
-49.7%
+306.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +3.9% | +0.8% | +3.0% | +3.7% |
| 30D | -3.0% | -13.9% | +10.9% | -1.3% |
| 3M | -10.9% | +30.7% | -41.6% | -13.9% |
| 6M | -25.3% | +18.7% | -43.9% | -27.6% |
| YTD | -26.8% | +1.0% | -27.9% | -28.2% |
| 1Y | -23.3% | +15.1% | -38.4% | -26.3% |
| 3Y | +208.6% | +219.8% | -11.2% | +156.0% |
| 5Y | +194.1% | -28.7% | +222.8% | +161.8% |
| All | +257.2% | -49.7% | +306.9% | +221.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling