-23.3%
NRG vs COMP
+13.3%
-36.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +3.9% | +0.8% | +3.0% | +3.8% |
| 30D | -3.0% | -13.9% | +10.9% | -1.9% |
| 3M | -10.9% | +30.7% | -41.6% | -12.5% |
| 6M | -25.3% | +18.7% | -43.9% | -27.0% |
| YTD | -26.8% | +1.0% | -27.9% | -28.8% |
| 1Y | -23.3% | +15.1% | -38.4% | -24.1% |
| All | -23.3% | +13.3% | -36.5% | -24.1% |
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