+203.0%
NRG vs COMP
-49.2%
+252.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.7% | +4.6% | +9.7% |
| 7D | +2.9% | +14.5% | -11.6% | +1.2% |
| 30D | -9.3% | +14.9% | -24.3% | -11.0% |
| 3M | -17.1% | -14.2% | -2.9% | -16.0% |
| 6M | -28.9% | +23.7% | -52.6% | -31.2% |
| YTD | -37.9% | +2.1% | -40.0% | -39.4% |
| 1Y | -42.7% | +26.2% | -68.9% | -45.5% |
| 3Y | +127.5% | +470.9% | -343.4% | +77.9% |
| 5Y | +217.4% | -14.0% | +231.4% | +176.5% |
| All | +203.0% | -49.2% | +252.3% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling