+127.5%
NRG vs COMP
+431.5%
-304.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.7% | +4.6% | +9.5% |
| 7D | +2.9% | +14.5% | -11.6% | +0.9% |
| 30D | -9.3% | +14.9% | -24.3% | -11.4% |
| 3M | -17.1% | -14.2% | -2.9% | -15.8% |
| 6M | -28.9% | +23.7% | -52.6% | -31.7% |
| YTD | -37.9% | +2.1% | -40.0% | -39.7% |
| 1Y | -42.7% | +26.2% | -68.9% | -46.1% |
| 3Y | +127.5% | +470.9% | -343.4% | +67.2% |
| All | +127.5% | +431.5% | -304.0% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling