+268.5%
NRG vs COMP
-47.7%
+316.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.4% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -1.4% | -13.3% | +11.9% | +0.2% |
| 3M | -10.5% | +41.1% | -51.6% | -14.2% |
| 6M | -26.7% | +17.2% | -43.9% | -28.9% |
| YTD | -24.5% | +5.2% | -29.7% | -26.3% |
| 1Y | -18.6% | +18.9% | -37.5% | -22.0% |
| 3Y | +227.1% | +215.9% | +11.2% | +171.5% |
| 5Y | +198.8% | -31.2% | +230.0% | +166.8% |
| All | +268.5% | -47.7% | +316.1% | +230.3% |
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