+201.1%
NRG vs COMP
-32.0%
+233.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.9% |
| 7D | +9.3% | +4.1% | +5.2% | +8.7% |
| 30D | +1.3% | -14.5% | +15.8% | +3.1% |
| 3M | -6.0% | +41.8% | -47.8% | -10.0% |
| 6M | -22.0% | +23.6% | -45.5% | -24.8% |
| YTD | -24.1% | +1.7% | -25.8% | -25.6% |
| 1Y | -18.0% | +12.6% | -30.6% | -21.0% |
| 3Y | +220.0% | +221.9% | -1.8% | +165.1% |
| 5Y | +201.1% | -28.1% | +229.3% | +160.8% |
| All | +201.1% | -32.0% | +233.2% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling