+203.3%
NRG vs COMP
-51.7%
+255.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +17.1% | +2.2% | +14.9% | +16.8% |
| 30D | -7.9% | +16.3% | -24.2% | -9.8% |
| 3M | -18.2% | -19.1% | +0.9% | -16.5% |
| 6M | -28.4% | +17.1% | -45.5% | -30.3% |
| YTD | -37.9% | -2.9% | -34.9% | -39.0% |
| 1Y | -39.2% | +8.8% | -48.0% | -41.1% |
| 3Y | +125.3% | +423.5% | -298.2% | +77.9% |
| 5Y | +215.7% | -10.5% | +226.2% | +174.3% |
| All | +203.3% | -51.7% | +255.1% | +173.5% |
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